A note on Page's two-sided cumulative sum procedure

DOI10.1093/BIOMET/68.3.717zbMath0507.62016OpenAlexW2058018357MaRDI QIDQ4745135

Rasul A. Khan

Publication date: 1981

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/68.3.717

zbMATH Keywords

change pointaverage run lengthasymptotic normality of run lengthsymmetric versiontwo-sided cumulative sum procedure

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

Related Items (4)

On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures ⋮ Distributional Properties of CUSUM Stopping Times ⋮ On‐line evaluation of the stability of an inspection process ⋮ A Comparison of 2-CUSUM Stopping Rules for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model

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