The design and analysis of 2-CUSUM procedure

被引：21

作者：

Dragalin, V ^{[1
]}

机构：

[1] MOLDAVIAN ACAD SCI, INST MATH, KISHINEV 277028, MOLDOVA

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1997年 / 26卷 / 01期

关键词：

average run length; change point problem; 2-CUSUM procedure; combined Shewhart-CUSUM chart; CUSUM envelope; CUSUM chart; generalized CUSUM chart;

D O I：

10.1080/03610919708813368

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The 2-CUSUM procedure which is a simple modification of 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 this 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 that quick detection is attainable simultaneously for a wide range of deviations from the target mean.

引用

页码：67 / 81

页数：15

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