Wald's approximations to the average run length in cusum procedures
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Publication:1244774
DOI10.1016/0378-3758(78)90023-XzbMath0373.62045WikidataQ127352730 ScholiaQ127352730MaRDI QIDQ1244774
Publication date: 1978
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Related Items (17)
On the average run lengths of quality control schemes using a Markov chain approach ⋮ Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process ⋮ On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures ⋮ Cusum procedure for monitoring variability ⋮ An efficient search algorithm for design of a cusum based procedure for process monitoring ⋮ Cusum-schemes with variable sampling intervals and sample sizes ⋮ An estimation method for the excess over the bocndaries in the sprt and its applications ⋮ An approximation method for the characteristics of the sequential probability ratio test ⋮ Some first passage problems related to cusum procedures ⋮ A minimum cost exponential cusum test ⋮ Distributional Properties of CUSUM Stopping Times ⋮ Multivariate control charts: a loss function approach ⋮ A Corrected wiener process approximation for cusum arls ⋮ A probabilistic analysis of the trading the line strategy ⋮ Exact average run lengths of cusum schemes for erlang distributions ⋮ The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables ⋮ Quickest detection with exponential penalty for delay
Cites Work
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- A Simple Theoretical Approach to Cumulative Sum Control Charts
- Sampling inspection of continuous processes with no autocorrelation between successive results
- Detection of Failure Rate Increases
- Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter
- CONTINUOUS INSPECTION SCHEMES
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