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A Corrected wiener process approximation for cusum arls

 

作者: Changsoon Park,  

 

期刊: Sequential Analysis  （Taylor Available online 1987）
卷期: Volume 6, issue 3  

页码: 257-265

 

ISSN:0747-4946

 

年代: 1987

 

DOI:10.1080/07474948708836130

 

出版商: Marcel Dekker, Inc.

 

关键词: average run length;seqmtial test;operating cimracteristic function;average smnple number

 

数据来源: Taylor

 

摘要:

A new method for approximating the average run length of the cumulative sum control chart is suggested in this paper. This method used a different way of estimating the excess over the boundaries in the Wiener process approximation. The closeness of the average run length calculated by this and some other methods are examined with some exact results.

 

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