The distribution of the run length in CUSUM procedures

DOI10.1016/0895-7177(93)90089-HzbMath0777.62022OpenAlexW2037699229MaRDI QIDQ1804077

Yanyan Li

Publication date: 29 June 1993

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(93)90089-h

zbMATH Keywords

random walkrecursive schemerun length distributionCUSUM statisticscumulative sum statistics

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Exact distribution theory in statistics (62E15)

Cites Work

• Unnamed Item
• A test for a change in a parameter occurring at an unknown point
• A Combinatorial Lemma and Its Application to Probability Theory
• ON THE CHOICE OF THE ORDER OF AUTOREGRESSIVE MODELS: A RANKING AND SELECTION APPROACH
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• Selection of the order of an autoregressive model by Akaike's information criterion
• Testing for a Two-Phase Multiple Regression
• On the number of positive sums of independent random variables
• On Fluctuations in Coin-Tossing
• Sums of Symmetrical Random Variables

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