Algorithm AS 258: Average Run Lengths for Cumulative Sum Schemes

DOI10.2307/2347400zbMath0715.62003OpenAlexW2521417562MaRDI QIDQ3201234

William H. Fellner

Publication date: 1990

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347400

zbMATH Keywords

Fortran 77statistical process controlaverage run lengthsfast initial responseAlgorithm AS 258cumulative sum schemes

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (5)

Shewhart Revisited ⋮ Number of Replications Required in Control Chart Monte Carlo Simulation Studies ⋮ An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean ⋮ Computation of the ARL for CUSUM-\(S^2\) schemes ⋮ AS 258

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