Run length distribution of two-sided CUSUM procedures for continuous random variables
by Y. F. Tan   A. H. Pooi  

Vol. 33 No. 2 (2005) P.91~P.113

ABSTRACT

Cumulative sum (CUSUM) control charts are very effective in detecting special causes. In judging the performance of a CUSUM procedure, it is important to know its run length distribution. Presently iterative formulas are derived for finding the run length distribution of two-sided CUSUM. The application of the iterative formulas is illustrated in the normal twosided CUSUM.

KEYWORDS
Average run length (ARL), cumulative sum, iterative formulas

MATHEMATICAL SUBJECT CLASSIFICATION 2010
Primary: not available

MILESTONES

Received: 2002-12-10
Revised : 2004-08-04
Accepted:

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