Optimal Cumulative Sum Charting Procedures Based on Kernel Densities

DOI10.1007/978-3-319-12355-4_8zbMath1331.62504OpenAlexW823883674MaRDI QIDQ2787307

Jessie Y. Su, Xu Tang, Fah-Fatt Gan

Publication date: 25 February 2016

Published in: Frontiers in Statistical Quality Control 11 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-12355-4_8

zbMATH Keywords

collocation methodintegral equationsensitivity analysisstatistical process controlaverage run lengthsequential probability ratio testunimodal distribution

Mathematics Subject Classification ID

Related Items (2)

An empirical likelihood-based CUSUM for on-line model change detection ⋮ Change detection for uncertain autoregressive dynamic models through nonparametric estimation

Cites Work

• Computation of the ARL for CUSUM-\(S^2\) schemes
• Optimal stopping times for detecting changes in distributions
• Model specification: The views of Fisher and Neyman, and later developments
• Guaranteed Conditional Performance of Control Charts via Bootstrap Methods
• Remarks on Some Nonparametric Estimates of a Density Function
• Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• On Estimation of a Probability Density Function and Mode
• Optimum Character of the Sequential Probability Ratio Test
• CONTINUOUS INSPECTION SCHEMES
• Sequential Tests of Statistical Hypotheses
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