Analysis of average run length for CUSUM procedure with negative exponential data

MaRDI QIDQ4903908zbMATH OpenFDO

Authors Jaruchat Busaba, S. Sukparungsee, Y. Areepong, G. Mititelu

Publication date 28 January 2013

zbMATH Keywords

numerical resultsaverage run lengthstatistical process controlCUSUM procedurenegative exponential distributionFredhold integral equation

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20) Fredholm integral equations (45B05)

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Cited in

(7)

• Derivation of explicit formulae for performance measures of CUSUM control chart for SMA(Q)\(_s\) model with exponential white noise
• Derivation and analysis of average run length for non-negative cumulative sum chart when observations are exponential distribution for the lower-sided case
• Analytic and numerical solutions of ARL of CUSUM procedure for exponentially distributed observations
• Multivariate copulas on the MCUSUM control chart
• A Corrected wiener process approximation for cusum arls
• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
• Exact expression of average run length for two-sided exponential CUSUM procedure

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