An approach to the probability distribution of cusum run length
From MaRDI portal
Publication:5681441
DOI10.1093/biomet/59.3.539zbMath0265.62038OpenAlexW2056821499MaRDI QIDQ5681441
Publication date: 1972
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/59.3.539
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Special processes (60K99) Survival analysis and censored data (62N99) Sequential statistical analysis (62L10)
Related Items (only showing first 100 items - show all)
Monitoring the coefficient of variation using variable sampling interval CUSUM control charts ⋮ AVERAGE RUN LENGTH COMPUTATION OF ARMA CHARTS FOR STATIONARY PROCESSES ⋮ Hybrid synthetic and group runs charts using alternating the charting statistic to monitor the mean vector of a multivariate process ⋮ Analysis of a two-dimensional markov chain ⋮ High moments of two optimal rules of detecting a change in distributions ⋮ Accurate ARL Calculation for EWMA Control Charts Monitoring Normal Mean and Variance Simultaneously ⋮ The EWMA sign chart revisited: performance and alternatives without and with ties ⋮ An EWMA-type chart based on signed ranks with exact run length properties ⋮ Some Group Inspection Based Multi-Attribute Control Charts to Identify Process Deterioration ⋮ Optimal statistical, economic and economic statistical designs of attribute np control charts using a full adaptive approach ⋮ A nonparametric EWMA chart with auxiliary information for process mean ⋮ Conditional design of the EWMA median chart with estimated parameters ⋮ A Special Variable Sample Size and Sampling Interval Chart ⋮ A progressive mean control chart for COM-Poisson distribution ⋮ An adaptive EWMA control chart for monitoring zero-inflated Poisson processes ⋮ Gradient analysis of Markov-type control schemes and its applications ⋮ EWMA control charts for monitoring correlated counts with finite range ⋮ Explicit analytical solutions for ARL of CUSUM chart for a long-memory SARFIMA model ⋮ Guaranteed conditional performance of the median run length based EWMA X¯ chart with unknown process parameters ⋮ Parallel discretization of the Markov chain approximation for the autoregressive moving average chart ⋮ Univariate fast initial response statistical process control with taut strings ⋮ A cumulative score control scheme for detecting process shifts ⋮ Average run lengths for cusum control charts applied to residuals ⋮ An optimal design of ewma control charts based on median run length ⋮ An EWMA sign chart for dispersion with exact run length properties ⋮ Unnamed Item ⋮ An ARL-unbiased modified \textit{np}-chart for autoregressive binomial counts ⋮ Design of attribute EWMA type control charts with reliable run length performance ⋮ On first-order integer-valued autoregressive process with Katz family innovations ⋮ A setwise EWMA scheme for monitoring high-dimensional datastreams ⋮ Conditional design of the CUSUM median chart for the process position when process parameters are unknown ⋮ A robust latent CUSUM chart for monitoring customer attrition ⋮ A dynamic inspection and replacement policy for a two-unit production system subject to interdependence ⋮ An ARL-unbiased modified chart for monitoring autoregressive counts with geometric marginal distributions ⋮ CUSUM control schemes for monitoring Wiener processes ⋮ Unnamed Item ⋮ Modified Shewhart Charts for High Yield Processes ⋮ Runs rules schemes for monitoring process variability ⋮ A side sensitive modified group runs control chart to detect shifts in the process mean ⋮ Double-sampling control charts for attributes ⋮ Detecting mean increases in Poisson INAR(1) processes with EWMA control charts ⋮ Robustness of the EWMA control chart for individual observations ⋮ On the improvement of one-sidedScontrol charts ⋮ Measurement error effect on the CUSUM control chart ⋮ Unnamed Item ⋮ A Note on the Aging Properties of the Run Length of Markov-Type Control Charts ⋮ New measures of statistical performance of process control charts ⋮ Misleading Signals in Simultaneous Schemes for the Mean Vector and Covariance Matrix of a Bivariate Process ⋮ An Examination of the Robustness to Non Normality of the EWMA Control Charts for the Dispersion ⋮ An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure ⋮ A Multivariate Group Runs Control Chart for Process Dispersion ⋮ Correction ⋮ Distribution-Free Exceedance CUSUM Control Charts for Location ⋮ Stochastic Ordering in the Qualitative Assessment of the Performance of Simultaneous Schemes for Bivariate Processes ⋮ Unnamed Item ⋮ Unnamed Item ⋮ CUSUM Procedures for Monitoring Process Mean and Variability ⋮ A Class of Markov Chain Models for Average Run Length Computations for Autocorrelated Processes ⋮ Statistical process control and model monitoring ⋮ Computing the distribution of the wilcoxon statistic with applications to process control ⋮ A One-Sided EWMA Control Chart for Monitoring Process Means ⋮ The economically designed CUSUM chart for monitoring short production runs ⋮ Conditional and marginal performance of the Poisson CUSUM control chart with parameter estimation ⋮ An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean ⋮ False Alarm Probability Function of Cusum Charts ⋮ Evaluating properties of variable sampling interval control charts ⋮ Reconciling the Integral Equation and Markov Chain Approaches for Computing EWMA Average Run Lengths ⋮ Control charts with switching and sensitizing runs rules for monitoring process variation ⋮ The computation of average run length and average time to signal: an overview ⋮ A window-limited generalized likelihood ratio test for monitoring Poisson processes with linear drifts ⋮ Optimal Statistical Design of a Multivariate EWMA Chart Based on ARL and MRL ⋮ DMA CHART MONITORING OF THE FIRST INTEGER-VALUED AUTOREGRESSIVE PROCESSES OF POISSON COUNTS ⋮ Steady-state average run length(s): Methodology, formulas, and numerics ⋮ A distribution-free EWMA control chart for monitoring time-between-events-and-amplitude data ⋮ A new non-parametric multivariate EWMA sign control chart for monitoring process dispersion ⋮ Optimal designs of the exponentially weighted moving average (EWMA) median chart for known and estimated parameters based on median run length ⋮ EWMA control charts for detecting changes in the mean of a long-memory process ⋮ On the average run lengths of quality control schemes using a Markov chain approach ⋮ A cumulative score quality control scheme ⋮ Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process ⋮ On the misleading signals in simultaneous schemes for the mean vector and covariance matrix of multivariate i.i.d. output ⋮ Performance analysis of queue length monitoring of M/G/1 systems ⋮ EWMA Control Charts for Monitoring Optimal Portfolio Weights ⋮ Stability of Approximations of Average Run Length of Risk-Adjusted CUSUM Schemes Using the Markov Approach: Comparing Two Methods of Calculating Transition Probabilities ⋮ The Design of the Multivariate Synthetic Exponentially Weighted Moving Average Control Chart ⋮ The Revisedm-of-kRuns Rule Based on Median Run Length ⋮ Delay times of sequential procedures for multiple time series regression models ⋮ The geometric CUSUM chart with sampling inspection for monitoring fraction defective ⋮ Cusum procedure for monitoring variability ⋮ CUSUM control schemes for Gaussian processes ⋮ Setting defect charts control limits to balance cycle time and yield for a tandem production line ⋮ The Steady-State Performance of Cumulative Count of a Conforming Control Chart Based On Runs Rules ⋮ A Simple Method for Computing the Arl of [ILM0001-Charts with Zone Tests] ⋮ Optimal variable sampling interval control charts ⋮ On detection of a change in the dynamics of rare health events ⋮ Design and optimization of EWMA control charts for in-control, indifference, and out-of-control regions ⋮ Behavior of EWMA type control charts for small smoothing parameters ⋮ Asymptotic properties of powers of nonnegative matrices, with applications ⋮ Markov chain approximation methods in a class of level-crossing problems ⋮ Unnamed Item
This page was built for publication: An approach to the probability distribution of cusum run length