ARLs and Higher-Order Run-Length Moments for the Poisson CUSUM

1 July 1996

journal article
research article
Published by Taylor & Francis in Journal of Quality Technology

Vol. 28 (3) , 363-369
https://doi.org/10.1080/00224065.1996.11979687

Abstract

We present a Microsoft Quick BASIC program which uses the Markov chain approach to calculate average run length (ARL) values for a Poisson CUSUM control scheme. Using a recursive formula, the program can also calculate higher-order moments such as skewness and kurtosis. The program may be used to obtain any Poisson CUSUM ARL for either the increasing or decreasing rate case, under any shift in the process mean, at both the zero starting point and the fast initial response starting point.

Keywords

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