Cusum procedure for monitoring variability

DOI10.1080/03610929708832085zbMath0954.62570OpenAlexW2131604247MaRDI QIDQ4270000

Muni S. Srivastava

Publication date: 10 November 1999

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929708832085

zbMATH Keywords

average run lengthsequential probability ratio testWald's approximationovershoot correction

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

Related Items

The Impact of Intensity in Surveillance of Cyclical Processes ⋮ Reliability and sensitivity comparisons and average run lengths of CUSUM scale chart ⋮ Statistical Surveillance. Optimality and Methods ⋮ A lower confidence bound for the change point after a sequential CUSUM test ⋮ A CUSUM control chart for monitoring the variance when parameters are estimated ⋮ Unnamed Item ⋮ Progressive Variance Control Charts for Monitoring Process Dispersion ⋮ Computation of the ARL for CUSUM-\(S^2\) schemes

Cites Work

• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• Optimal stopping times for detecting changes in distributions
• Wald's approximations to the average run length in cusum procedures
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Some Omnibus Exponentially Weighted Moving Average Statistical Process Monitoring Schemes
• Monitoring Variance Components
• Likelihood Ratio Methods for Monitoring Parameters of a Nested Random Effect Model
• Procedures for Reacting to a Change in Distribution
• An approach to the probability distribution of cusum run length