%0 Journal Article
	%A K. Petcharat and  Y. Areepong and  S. Sukparungsri and  G. Mititelu
	%D 2012
	%J International Journal of Mathematical and Computational Sciences
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 72, 2012
	%T Numerical Approximation to the Performance of CUSUM Charts for EMA (1) Process
	%U https://publications.waset.org/pdf/5222
	%V 72
	%X These paper, we approximate the average run length
(ARL) for CUSUM chart when observation are an exponential first
order moving average sequence (EMA1). We used Gauss-Legendre
numerical scheme for integral equations (IE) method for approximate
ARL0 and ARL1, where ARL in control and out of control,
respectively. We compared the results from IE method and exact
solution such that the two methods perform good agreement.
	%P 1770 - 1774