A Corrected wiener process approximation for cusum arls

Abstract

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.

Keywords:

• average run length
• seqmtial test
• operating cimracteristic function
• average smnple number

Additional information

Notes on contributors

Changsoon Park