On a unified approach to the analysis of two-sided cumulative sum control schemes with headstarts

DOI10.2307/1427120MaRDI QIDQ3718042zbMATH OpenOpenAlexFDO

Authors Emmanuel Yashchin

Publication date 1985

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1427120

zbMATH Keywords

Necessary and sufficient conditionscumulative sum control schemesLaplace transforms of run-length distributionsmodes of interactionsShewhart's control limitstwo- sided cumulative schemestwo-sided Page's schemeupper and lower schemes with headstarts

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Optimal statistical designs (62K05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cited in

(9)

• On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
• Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries
• The computation of average run length and average time to signal: an overview
• Gradient analysis of Markov-type control schemes and its applications
• Detecting changes in signals and systems - a survey
• scientific article; zbMATH DE number 4190963 (Why is no real title available?)
• A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
• Assessing the Impact of Head Starts in the Performance of One-Sided Markov-Type Control Schemes
• Distributional Properties of CUSUM Stopping Times

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