Analysis of average run length for CUSUM procedure with negative exponential data

MaRDI QIDQ4903908zbMATH OpenFDO

Authors Jaruchat Busaba, S. Sukparungsee, Y. Areepong, G. Mititelu

Publication date 28 January 2013

zbMATH Keywords

average run lengthCUSUM procedureFredhold integral equationnegative exponential distributionnumerical resultsstatistical process control

Mathematics Subject Classification ID

Fredholm integral equations (45B05) Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20)

Recommendations

• Analytic and numerical solutions of ARL of CUSUM procedure for exponentially distributed observations
• Exact expression of average run length for two-sided exponential CUSUM procedure
• Derivation and analysis of average run length for non-negative cumulative sum chart when observations are exponential distribution for the lower-sided case
• Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
• Analytical expression of ARL for AR(p) on exponential CUSUM procedure

Cited in

(7)

• Exact expression of average run length for two-sided exponential CUSUM procedure
• A Corrected wiener process approximation for cusum arls
• Derivation and analysis of average run length for non-negative cumulative sum chart when observations are exponential distribution for the lower-sided case
• Multivariate copulas on the MCUSUM control chart
• Analytic and numerical solutions of ARL of CUSUM procedure for exponentially distributed observations
• Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise
• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure

This page was built for publication: Analysis of average run length for CUSUM procedure with negative exponential data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4903908)