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The design and analysis of 2-CUSUM procedure

 

作者: Vladimir Dragalin,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1997)
卷期: Volume 26, issue 1  

页码: 67-81

 

ISSN:0361-0918

 

年代: 1997

 

DOI:10.1080/03610919708813368

 

出版商: Marcel Dekker, Inc.

 

关键词: Average Run Length;Change Point Problem;2-CUSUM Procedure;Combined Shewhart-CUSUM Chart;CUSUM Envelope;CUSUM Chart;Generalized CUSUM Chart

 

数据来源: Taylor

 

摘要:

The 2-CUSUM procedure which is a simple modification or the standard CUSUM chart is described and evaluated asymptotically and in a small average run lengths setting. A Markov chain representation to determine approximate expressions for the run length distribution, its moments and its percentage points is given for thts procedure. A simple design of three 2-CUSUM procedures for detecting small, moderate and large shifts in the mean of a normal distribution is proposed. A comparative analysis with the CUSUM envelope and standard CUSUM charts is given showing Lhat quick detection is attainable simultaneously for a wide range of deviations from the targct mean.

 

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