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

zbMATH Open1280.65011MaRDI QIDQ4903908FDOQ4903908

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

Publication date: 28 January 2013

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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)

Cited In (7)

• Multivariate copulas on the MCUSUM control chart
• Analytic and numerical solutions of ARL of CUSUM procedure for exponentially distributed observations
• Exact expression of average run length for two-sided exponential CUSUM procedure
• The \(\operatorname{ARIMA}(p,d,q)\) on upper sided of CUSUM procedure
• 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
• A Corrected wiener process approximation for cusum arls

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