Evaluation of average run lengths of cumulative sum charts for an arbitrary data distribution

References

• Brook , D. and Evans , D. A. 1972 . An approach to the probability distribution of cusum run length . Biometrika , 59 : 539 – 549 .
   Web of Science ®Google Scholar
• Fellner , W. H. 1990 . AS 258 Average run length for cumulative sum schemes . Applied Statistics , 39 : 402 – 412 .
   Google Scholar
• Goel , A. L. and Wu , S. M. 1971 . “Determination of A.R.L. and a contour nomogram for cusum charts to control normal mean; . Technometrics , 13 : 221 – 230 .
   Web of Science ®Google Scholar
• Hawkins , D. M. 1987 . Self starting cusums for location and scale . The Statistician , 36 : 299 – 315 .
   Google Scholar
• Henrici , P. 1964 . Elements of Numerical Analysis , New York : Wiley .
   Google Scholar
• Johnson , N. L. 1961 . A simple theoretical approach to cumulative sum control charts . Journal of the American Statistical Association , 56 : 835 – 840 .
   Web of Science ®Google Scholar
• Johnson , N. L. and Leone , F. C. 1962 . Cumulative sum control charts: Mathematical principles applied to their construction and use . Industrial Quality Control , July : 29 – 36 .
   Google Scholar
• Lucas , J. M. 1985 . Counted data CUSUM's . Technometrics , 27 : 129 – 144 .
   Web of Science ®Google Scholar
• Lucas , J. M. and Crosier , R. B. 1982 . Fast initial response for CUSUM quality control schemes: Give your CUSUM a head start . Technometrics , 24 : 199 – 205 .
   Web of Science ®Google Scholar
• Lucas , J. M. and Crosier , R. B. 1982b . Robust CUSUM . Communications in Statistics , All : 2669 – 2887 .
   Google Scholar
• Van Dobben de Bruyn , C. S. 1968 . Cumulative Sum Tests: Theory and Practice , London : Griffin .
   Google Scholar
• Vance , L. 1986 . Average run lengths of cumulative sum control charts for controlling normal mean1 . Journal of Quality Technology , 18 : 189 – 193 .
   Web of Science ®Google Scholar
• Vardeman , S. and Ray , D. 1985 . Average run lengths for CUSUM schemes when observations are exponentially distributed . Technometrics , 27 : 145 – 150 .
   Web of Science ®Google Scholar