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Combined CUSUM–Shewhart Schemes for Binomial Data

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  • Morais Manuel Cabral
  • Pacheco António

    (Department of Mathematics, Center for Mathematics and Applications (CEMAT), Instituto Superior Técnico, Av. Rovisco Pais, 1049-001 Lisboa, Portugal)

Abstract

The detection of upward shifts in a process parameter using a CUSUM scheme can be improved by using an upper one-sided combined CUSUM–Shewhart scheme. Considerable advantage is to be gained since combined schemes take advantage of two well known facts: the Shewhart schemes behave well in case of a large shift, while CUSUM schemes allow a fast detection of small and moderate shifts. Having this in mind, upper one-sided combined CUSUM–Shewhart schemes for binomial data are discussed in detail in this paper. Numerical comparisons between upper one-sided combined CUSUM–Shewhart schemes and upper onesided CUSUM schemes with a 50% head start are also carried out, leading to – what we believe – surprising results.

Suggested Citation

  • Morais Manuel Cabral & Pacheco António, 2006. "Combined CUSUM–Shewhart Schemes for Binomial Data," Stochastics and Quality Control, De Gruyter, vol. 21(1), pages 43-57, January.
    • Handle: RePEc:bpj:ecqcon:v:21:y:2006:i:1:p:43-57:n:7
    DOI: 10.1515/EQC.2006.43
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    Cited by:

    1. Haridy, Salah & Wu, Zhang & Lee, Ka Man & Bhuiyan, Nadia, 2013. "Optimal average sample number of the SPRT chart for monitoring fraction nonconforming," European Journal of Operational Research, Elsevier, vol. 229(2), pages 411-421.

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