The distribution of the run length in CUSUM procedures
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Publication:1804077
DOI10.1016/0895-7177(93)90089-HzbMATH Open0777.62022OpenAlexW2037699229MaRDI QIDQ1804077FDOQ1804077
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
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Cites Work
- A test for a change in a parameter occurring at an unknown point
- Selection of the order of an autoregressive model by Akaike's information criterion
- A Combinatorial Lemma and Its Application to Probability Theory
- On Fluctuations in Coin-Tossing
- Title not available (Why is that?)
- ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
- On the number of positive sums of independent random variables
- 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)
- The geometric approximation to the cusum run length distribution
- Quasi-stationarity of CUSUM schemes for Erlang distributions.
- An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean
- On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
- Exact average run lengths 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
- Title not available (Why is that?)
- Influence of the sampling interval, decision limit and autocorrelation on the average run length in Cusum charts
- A series expansion formula of the scale matrix with applications in CUSUM analysis
- Title not available (Why is that?)
- Title not available (Why is that?)
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