ARLs and Higher-Order Run-Length Moments for the Poisson CUSUM
作者:
WhiteCarolyn H.,
KeatsJ. Bert,
期刊:
Journal of Quality Technology
(Taylor Available online 1996)
卷期:
Volume 28,
issue 3
页码: 363-369
ISSN:0022-4065
年代: 1996
DOI:10.1080/00224065.1996.11979687
出版商: Taylor&Francis
关键词: Average Run Length;Cumulative Sum Control Scheme;Moment Estimation
数据来源: Taylor
摘要:
We present a Microsoft Quick BASIC program which uses the Markov chain approach to calculate average run length (ARL) values for a Poisson CUSUM control scheme. Using a recursive formula, the program can also calculate higher-order moments such as skewness and kurtosis. The program may be used to obtain any Poisson CUSUM ARL for either the increasing or decreasing rate case, under any shift in the process mean, at both the zero starting point and the fast initial response starting point.
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