Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process

DOI10.1081/SQA-120034107zbMath1057.60039MaRDI QIDQ3155685

Shelemyahu Zacks

Publication date: 18 January 2005

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sqa-120034107

zbMATH Keywords

detection of change points; cumulative sums control; distribution of run length; stopping times with linear boundaries

Mathematics Subject Classification ID

62P30: Applications of statistics in engineering and industry; control charts

60G50: Sums of independent random variables; random walks

60G40: Stopping times; optimal stopping problems; gambling theory

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

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