Exact average run lengths of cusum schemes for erlang distributions

DOI10.1080/07474949808836405zbMath0911.62076OpenAlexW2316297647MaRDI QIDQ4224660

Sven Knoth

Publication date: 17 January 1999

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949808836405

zbMATH Keywords

Fredholm integral equation of the second kindaverage run lengthCUSUM schemesErlang distributed

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Fredholm integral equations (45B05)

Related Items (1)

Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously

Cites Work

• Wald's approximations to the average run length in cusum procedures
• Counted Data CUSUM's
• Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
• Exact formulas for the oc and asn functions of the sprt for erlang distributions
• Detection of Failure Rate Increases
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES
• Unnamed Item

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