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

DOI10.2307/1427120zbMATH Open0589.62087OpenAlexW2333798960MaRDI QIDQ3718042FDOQ3718042

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

Recommendations

• Assessing the Impact of Head Starts in the Performance of One-Sided Markov-Type Control Schemes
• Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
• scientific article; zbMATH DE number 2205928
• Combined CUSUM–Shewhart Schemes for Binomial Data

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)

Cited In (9)

• A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
• Gradient analysis of Markov-type control schemes and its applications
• Necessary and sufficient conditions for non-interaction of a pair of one-sided EWMA schemes with reflecting boundaries
• On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
• Detecting changes in signals and systems - a survey
• Assessing the Impact of Head Starts in the Performance of One-Sided Markov-Type Control Schemes
• The computation of average run length and average time to signal: an overview
• Distributional Properties of CUSUM Stopping Times
• Title not available (Why is that?)

This page was built for publication: On a unified approach to the analysis of two-sided cumulative sum control schemes with headstarts

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3718042)