Algorithm AS 258: Average Run Lengths for Cumulative Sum Schemes

DOI10.2307/2347400MaRDI QIDQ3201234zbMATH OpenOpenAlexFDO

Authors William H. Fellner

Publication date 1990

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347400

zbMATH Keywords

Algorithm AS 258average run lengthscumulative sum schemesfast initial responseFortran 77statistical process control

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics in engineering and industry; control charts (62P30)

Cited in

(7)

• Computation of the ARL for CUSUM-\(S^2\) schemes
• AS 258
• Shewhart Revisited
• Steady-state average run length(s): Methodology, formulas, and numerics
• The computation of average run length and average time to signal: an overview
• Number of Replications Required in Control Chart Monte Carlo Simulation Studies
• An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean

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