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tmatis

Timothy Matis

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Truncated Saddlepoint Approximation: ReExpressed Fourth Cumulant
This document contains the R code for generating estimates of the Upper and Lower Control limits of the process mean with a user specified type-1 error probability based on a truncated saddlepoint approximaiton with a re-expressed fourth cumulant. The first three cumulants of the process distribution are assumed to be known or accurately estimated from data. This code and the equations reference herein correspond to the paper “Estimating X¯ Statistical Control Limits for any Arbitrary Probability Distribution using Re-Expressed Truncated Cumulants” by Braden, P., Chen, B., Matis, T. and Benneyan, J.
RylandRadiology
Test 2 Document
Test Document
A test document