The effect of serial correlation on the in-control average run length of cumulative score charts

DOI10.1016/0378-3758(95)00153-0MaRDI QIDQ1923402zbMATH OpenOpenAlexFDO

Authors Walter Böhm, Peter Hackl

Publication date 19 January 1997

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0378-3758(95)00153-0

zbMATH Keywords

Markov chainserial correlationCUSUMparametrizationsscoresrun length distributionprocess controlcorrelated random walkShewhart chartfirst-order autoregressive processMonte Carlo estimatesin-control average run lengthasymptotic average run lengthcumulative score chart

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

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Cites work

• scientific article; zbMATH DE number 3712896 (Why is no real title available?)
• scientific article; zbMATH DE number 47701 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• A Combined Shewhart-Cumulative Score Quality Control Chart
• A Control Chart Based on Cumulative Scores
• A Cumulative Score Control Scheme
• A test for a change in a parameter occurring at an unknown point
• Finite Continuous Time Markov Chains
• Note on a Distribution-Free CUSUM Technique
• Tables for Computing Bivariate Normal Probabilities
• The Effect of Serial Correlation on the Performance of CUSUM Tests
• Variable Sampling Interval Combined Shewart-Cumulative Score Quality Control Procedure

Cited in

(9)

• scientific article; zbMATH DE number 7734368 (Why is no real title available?)
• The effect of Phase I sample size on the run length performance of control charts for autocorrelated data
• Single and dual reference-free CUSCORE charts for detecting unknown patterned mean shifts
• A Cumulative Score Control Scheme
• On the run length of a Shewhart chart for correlated data
• On the average run lengths of quality control schemes using a Markov chain approach
• Inference for post-change parameters after sequential CUSUM test under AR(1) model
• On average run lengths of control charts for autocorrelated processes
• Performance of CUSUM Control Schemes for Serially Correlated Observations

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