The design and analysis of 2-CUSUM procedure

DOI10.1080/03610919708813368MaRDI QIDQ4387646zbMATH OpenOpenAlexFDO

Authors Vladimir Dragalin

Publication date 13 May 1998

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919708813368

zbMATH Keywords

2-CUSUM procedureaverage run lengthchange point problemcombined Shewhart-CUSUM chartCUSUM chartCUSUM envelopegeneralized CUSUM chart

Mathematics Subject Classification ID

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

Recommendations

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Cites work

• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES
• Detection of Failure Rate Increases
• scientific article; zbMATH DE number 3146392 (Why is no real title available?)
• scientific article; zbMATH DE number 862385 (Why is no real title available?)
• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• Optimal stopping times for detecting changes in distributions
• Procedures for Reacting to a Change in Distribution

Cited in

(14)

• Optimal cumulative sum charting procedures based on kernel densities
• An adaptive Shiryaev-Roberts procedure for signalling varying location shifts
• scientific article; zbMATH DE number 4190963 (Why is no real title available?)
• scientific article; zbMATH DE number 3885151 (Why is no real title available?)
• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
• A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
• Counted Data CUSUM's
• Parabolic cusum control charts
• The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
• Detection of changes in a random financial sequence with a stable distribution
• Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model
• Multiple optimality properties of the Shewhart test
• Outlier reset CUSUM for the exploration of copy number alteration data

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