Robust cusum: a robustness study for cusum quality control schemes
- 1 January 1982
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 11 (23) , 2669-2687
- https://doi.org/10.1080/03610928208828414
Abstract
A standard CUSUM control scheme and four modified CUSUM control schemes are evaluated for robustness. The average run length (ARL) for each scheme is evaluated using a contaminated normal distribution, a distribution that has longer tails than the normal. A CUSUM control scheme that ignores the first suspected outlier, but gives an out-of-control signal for two successive outliers is found to perform well.Keywords
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