The distribution of the run length in CUSUM procedures

DOI10.1016/0895-7177(93)90089-HMaRDI QIDQ1804077zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 29 June 1993

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(93)90089-h

zbMATH Keywords

random walkcumulative sum statisticsCUSUM statisticsrun length distributionrecursive scheme

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• scientific article; zbMATH DE number 3092909 (Why is no real title available?)
• A Combinatorial Lemma and Its Application to Probability Theory
• A test for a change in a parameter occurring at an unknown point
• ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
• On Fluctuations in Coin-Tossing
• On the number of positive sums of independent random variables
• Selection of the order of an autoregressive model by Akaike's information criterion
• Sums of Symmetrical Random Variables
• Testing for a Two-Phase Multiple Regression
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables

Cited in

(11)

• On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
• Influence of the sampling interval, decision limit and autocorrelation on the average run length in Cusum charts
• Quasi-stationarity of CUSUM schemes for Erlang distributions.
• Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
• Exact average run lengths of cusum schemes for erlang distributions
• scientific article; zbMATH DE number 5586073 (Why is no real title available?)
• scientific article; zbMATH DE number 3885151 (Why is no real title available?)
• scientific article; zbMATH DE number 2205928 (Why is no real title available?)
• The geometric approximation to the cusum run length distribution
• An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean
• A series expansion formula of the scale matrix with applications in CUSUM analysis

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