Simulating the average run length for cusum schemes using variance reduction techniques

DOI10.1080/03610919308813131MaRDI QIDQ4277756zbMATH OpenOpenAlexFDO

Authors Chi-Hyuck Jun, M. S. Choi

Publication date 19 January 1994

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

Full work available at URL https://doi.org/10.1080/03610919308813131

zbMATH Keywords

bootstrap methodcontrol variatemultivariate CUSUMtotal hazard

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)

Cites work

• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• A perspective on variance reduction in dynamic simulation experiments
• Analysis of CUSUM and Other Markov-Type Control Schemes by Using Empirical Distributions
• Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
• Counted Data CUSUM's
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• scientific article; zbMATH DE number 50330 (Why is no real title available?)
• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• Variance Reduction in Simulation via Random Hazards

Cited in

(1)

• Count data regression charts for the monitoring of surveillance time series

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