Computation of the run-length percentiles of CUSUM control charts under changes in variances

DOI10.1080/00949655.2012.656643zbMath1431.62693OpenAlexW2095319717MaRDI QIDQ5218863

Yan Su, Kwok-Leung Tsui, Wenpo Huang, Lianjie Shu

Publication date: 6 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.656643

zbMATH Keywords

integral equationvariancestatistical process controlaverage run lengthintegration kernel

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics in engineering and industry; control charts (62P30) Numerical methods for integral equations (65R20)

Related Items (2)

An exponentially weighted moving average chart controlling false discovery rate ⋮ A rational sequential probability ratio test control chart for monitoring process shifts in mean and variance

Cites Work

• A method for numerical integration on an automatic computer
• Computation of the ARL for CUSUM-\(S^2\) schemes
• Sequential analysis. Tests and confidence intervals
• Optimal stopping times for detecting changes in distributions
• Detection and estimation of abrupt changes in the variability of a process
• Combined Shewhart–EWMA control charts with estimated parameters
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths
• The performance of control charts for monitoring process variation
• Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously
• CONTINUOUS INSPECTION SCHEMES
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Computation of the run-length percentiles of CUSUM control charts under changes in variances