The design and analysis of 2-CUSUM procedure

DOI10.1080/03610919708813368zbMath0900.62557OpenAlexW2071465958MaRDI QIDQ4387646

Vladimir Dragalin

Publication date: 13 May 1998

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

Full work available at URL: https://doi.org/10.1080/03610919708813368

zbMATH Keywords

change point problemaverage run lengthCUSUM chart2-CUSUM procedurecombined Shewhart-CUSUM chartCUSUM envelopegeneralized CUSUM chart

Mathematics Subject Classification ID

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

Related Items (8)

The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change ⋮ Detection of changes in a random financial sequence with a stable distribution ⋮ Parabolic cusum control charts ⋮ A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model ⋮ An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts ⋮ Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change ⋮ Optimality of the 2-CUSUM drift equalizer rules for detecting two-sided alternatives in the Brownian motion model ⋮ Multiple Optimality Properties of the Shewhart Test

Cites Work

• Optimal stopping times for detecting changes in distributions
• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• Detection of Failure Rate Increases
• Procedures for Reacting to a Change in Distribution
• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES
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