Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
Publication:3155685
DOI10.1081/SQA-120034107zbMath1057.60039OpenAlexW2010735735MaRDI QIDQ3155685
Publication date: 18 January 2005
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sqa-120034107
detection of change pointscumulative sums controldistribution of run lengthstopping times with linear boundaries
Applications of statistics in engineering and industry; control charts (62P30) Sums of independent random variables; random walks (60G50) Stopping times; optimal stopping problems; gambling theory (60G40) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)
Related Items (9)
Cites Work
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- Sequential analysis. Tests and confidence intervals
- Wald's approximations to the average run length in cusum procedures
- The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
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- Distributions of stopping times for poisson processes with linear boundaries
- Detection of Failure Rate Increases
- Procedures for Reacting to a Change in Distribution
- An approach to the probability distribution of cusum run length
- CONTINUOUS INSPECTION SCHEMES
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