On a unified approach to the analysis of two-sided cumulative sum control schemes with headstarts

DOI10.2307/1427120zbMath0589.62087OpenAlexW2333798960MaRDI QIDQ3718042

Emmanuel Yashchin

Publication date: 1985

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1427120

zbMATH Keywords

Necessary and sufficient conditionscumulative sum control schemesLaplace transforms of run-length distributionsmodes of interactionsShewhart's control limitstwo- sided cumulative schemestwo-sided Page's schemeupper and lower schemes with headstarts

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Applications of statistics in engineering and industry; control charts (62P30) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (8)

On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures ⋮ Detecting changes in signals and systems - a survey ⋮ Gradient analysis of Markov-type control schemes and its applications ⋮ Distributional Properties of CUSUM Stopping Times ⋮ Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries ⋮ A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model ⋮ The computation of average run length and average time to signal: an overview ⋮ Unnamed Item

This page was built for publication: On a unified approach to the analysis of two-sided cumulative sum control schemes with headstarts