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Journal of Quality Technology
A Quarterly Journal of Methods, Applications and Related Topics
Volume 26, 1994 - Issue 2
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Computer Programs

Computing Average Run Lengths for Exponential CUSUM Schemes

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Pages 134-143 | Published online: 21 Feb 2018

References

  • Brook, D. and Evans, D. A. (1972). “An Approach to the Probability Distribution of CUSUM Run Length”. Biometrika 59, pp. 539–549.
  • Conte, S. D. and de Boor, C. (1980). Elementary Numerical Analysis. McGraw-Hill, New York, NY.
  • Crowder, S. V. (1987). “Average Run Lengths of Exponentially Weighted Moving Average Control Charts”. Journal of Quality Technology 19, pp. 161–164.
  • Gan, F. F. (1992). “Exact Run Length Distributions for One-Sided Exponential CUSUM Schemes”. Statistica Sinica 2, pp. 297–312.
  • Gan, F. F. (1994). “Design of Optimal Exponential CUSUM Control Charts”. Journal of Quality Technology 26, pp. 109–124.
  • Hawkins, D. M. (1992). “Evaluation of Average Run Lengths of Cumulative Sum Control Charts for an Arbitrary Data Distribution”. Communications in Statistics – Simulation and Computation B21, pp. 1000–1020.
  • Page, E. S. (1954). “Continuous Inspection Schemes”. Biometrika 41, pp. 100–115.
  • Vardeman, S. and Ray, D. (1985). “Average Run Lengths for CUSUM Schemes When Observations Are Exponentially Distributed”. Technometrics 27, pp. 145–150.

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