2005 / June Volume 32 No.2
Run length distribution of two-sided CUSUM procedures for continuous random variables
| Published Date |
2005 / June
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|---|---|
| Title | Run length distribution of two-sided CUSUM procedures for continuous random variables |
| Author | |
| Keyword | |
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| Pagination | 91-113 |
| Abstract | Cumulative sum (CUSUM) control charts are
very effective in detecting special causes. In judging the performance of a CUSUM procedure, it is important to know its run length distribution. Presently iterative formulas are derived for finding the run length distribution of two-sided CUSUM. The application of the iterative formulas is illustrated in the normal twosided CUSUM.
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| AMS Subject Classification |
not available
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| Received |
2004-08-04
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