Evaluation of average run lengths of cumulative sum charts for an arbitrary data distribution
- 1 January 1992
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Simulation and Computation
- Vol. 21 (4) , 1001-1020
- https://doi.org/10.1080/03610919208813063
Abstract
The paper gives a general algorithm for the evaluation of the average run lengths of cumulative sum charts. The method is applicable to observations from any (known) in–control statistical distribution, discrete or continuous.Keywords
This publication has 9 references indexed in Scilit:
- Algorithm AS 258: Average Run Lengths for Cumulative Sum SchemesJournal of the Royal Statistical Society Series C: Applied Statistics, 1990
- Self-Starting Cusum Charts for Location and ScaleJournal of the Royal Statistical Society: Series D (The Statistician), 1987
- Average Run Lengths of Cumulative Sum Control Charts for Controlling Normal MeansJournal of Quality Technology, 1986
- Average Run Lengths for CUSUM Schemes When Observations Are Exponentially DistributedTechnometrics, 1985
- Counted Data CUSUM'sTechnometrics, 1985
- Fast Initial Response for CUSUM Quality-Control Schemes: Give Your CUSUM A Head StartTechnometrics, 1982
- Robust cusum: a robustness study for cusum quality control schemesCommunications in Statistics - Theory and Methods, 1982
- An approach to the probability distribution of cusum run lengthBiometrika, 1972
- A Simple Theoretical Approach to Cumulative Sum Control ChartsJournal of the American Statistical Association, 1961