Estimate Asymptotic Joint Distribution of EWMA variables for control chart.
fkde(n=5, pm0=0.5, pI0=0.2, lambda=0.05,
gridsize=100,B=10000,T=10000)
sample size.
a parameter to compute EWMA
in-control parameters for the control chart.
gridsize to evalue the joint PDF values
iteration times and maximum time of t
to
generate random samples for density estimation
Yang, S.F. and Wang, B. ``Using A Kernel Control Region to Monitor Both the Process Location and Dispersion''.