Simulating the average run length for cusum schemes using variance reduction techniques

DOI10.1080/03610919308813131zbMath0800.62633OpenAlexW1926795911MaRDI QIDQ4277756

Chi-Hyuck Jun, Moon Soo Choi

Publication date: 19 January 1994

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813131

zbMATH Keywords

bootstrap methodcontrol variatemultivariate CUSUMtotal hazard

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)

Related Items (1)

Count data regression charts for the monitoring of surveillance time series

Cites Work

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• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• Variance Reduction in Simulation via Random Hazards
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• Counted Data CUSUM's
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
• Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed
• A perspective on variance reduction in dynamic simulation experiments
• A Perspective on the Use of Control Variables to Increase the Efficiency of Monte Carlo Simulations
• Analysis of CUSUM and Other Markov-Type Control Schemes by Using Empirical Distributions
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean

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