A Fast Accurate Approximation for Average Run Lengths of CUSUM Control Charts
作者:
HawkinsDouglas M.,
期刊:
Journal of Quality Technology
(Taylor Available online 1992)
卷期:
Volume 24,
issue 1
页码: 37-43
ISSN:0022-4065
年代: 1992
DOI:10.1080/00224065.1992.11979372
出版商: Taylor&Francis
关键词: Approximation;Average Run Length;Cumulative Sum Control Charts;Fast Initial Response
数据来源: Taylor
摘要:
Cumulative sum (CUSUM) control charts are very effective in detecting special causes. In designing a CUSUM chart, it is important to know the average run lengths (ARL's) corresponding to various possible choices of the mask parameters. This paper provides a relatively simple yet very accurate (typically within 3%) approximation for the ARL of a CUSUM chart, both when the process is in control and when it is out of control. Examples are given showing how the approximation can be used to evaluate the ARL for specific parameter values, to find values that give a desired ARL, and to evaluate the out-of-control ARL's of location and scale CUSUM charts.
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