A Corrected wiener process approximation for cusum arls

DOI10.1080/07474948708836130MaRDI QIDQ3030061zbMATH OpenOpenAlexFDO

Authors Changsoon Park

Publication date 1987

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474948708836130

zbMATH Keywords

ARLSaverage run lengthaverage sample numbercumulative sum control chartCUSUM chartoperating characteristic functionWiener process approximation

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Inference from stochastic processes (62M99) Applications of statistics in engineering and industry; control charts (62P30)

Recommendations

• Performance of CUSUM Control Schemes for Serially Correlated Observations
• Analysis of average run length for CUSUM procedure with negative exponential data
• Exact expression of average run length for two-sided exponential CUSUM procedure
• Exact solution for average run length of CUSUM charts for MA(1) process
• Derivation and analysis of average run length for non-negative cumulative sum chart when observations are exponential distribution for the lower-sided case

Cites work

• Corrected diffusion approximations in certain random walk problems
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• scientific article; zbMATH DE number 3045589 (Why is no real title available?)
• The First Passage Problem for a Continuous Markov Process
• Wald's approximations to the average run length in cusum procedures

Cited in

(1)

• scientific article; zbMATH DE number 7154731 (Why is no real title available?)

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