An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean

DOI10.1016/S0167-9473(01)00043-3zbMath1028.62089OpenAlexW1977081110MaRDI QIDQ5958579

Alberto Luceño, Jaime Puig-Pey

Publication date: 3 March 2002

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-9473(01)00043-3

zbMATH Keywords

Statistical process controlGaussian quadratureCumulative sum chartsIntegral equationReference valueSignal level

Mathematics Subject Classification ID

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

Related Items (5)

The random intrinsic fast initial response of two-sided CUSUM charts ⋮ Optimization designs of the combined Shewhart-CUSUM control charts ⋮ EWMA Schemes with Nonhomogeneous Transition Kernels ⋮ Computation of the ARL for CUSUM-\(S^2\) schemes ⋮ Approximate distribution of demerit statistic -- a bounding approach

Uses Software

• AS 258

Cites Work

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• Sequential analysis. Tests and confidence intervals
• Optimal stopping times for detecting changes in distributions
• Algorithm AS 258: Average Run Lengths for Cumulative Sum Schemes
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes
• Sampling inspection of continuous processes with no autocorrelation between successive results
• The geometric approximation to the cusum run length distribution
• Influence of the sampling interval, decision limit and autocorrelation on the average run length in Cusum charts
• Determination of A. R. L. and a Contour Nomogram for Cusum Charts to Control Normal Mean
• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES

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