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An accurate algorithm to compute the run length probability distribution, and its convolutions, for a Cusum chart to control normal mean

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  • Luceno, Alberto
  • Puig-Pey, Jaime

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  • Luceno, Alberto & Puig-Pey, Jaime, 2002. "An accurate algorithm to compute the run length probability distribution, and its convolutions, for a Cusum chart to control normal mean," Computational Statistics & Data Analysis, Elsevier, vol. 38(3), pages 249-261, January.
    • Handle: RePEc:eee:csdana:v:38:y:2002:i:3:p:249-261
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    References listed on IDEAS

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    1. Ellis, David M. & Flannery, Mark J., 1992. "Does the debt market assess large banks, risk? : Time series evidence from money center CDs," Journal of Monetary Economics, Elsevier, vol. 30(3), pages 481-502, December.
    2. William H. Fellner, 1990. "Average Run Lengths for Cumulative Sum Schemes," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(3), pages 402-412, November.
    3. Alberto Luceno George & E. P. Box, 2000. "Influence of the sampling interval, decision limit and autocorrelation on the average run length in Cusum charts," Journal of Applied Statistics, Taylor & Francis Journals, vol. 27(2), pages 177-183.
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    Cited by:

    1. Knoth, Sven, 2006. "Computation of the ARL for CUSUM-S2 schemes," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 499-512, November.
    2. Chang, Fengming M. & Chen, Long-Hui & Chen, Yueh-Li & Huang, Chien-Yu, 2008. "Approximate distribution of demerit statistic--A bounding approach," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3300-3309, March.
    3. Wu, Zhang & Yang, Mei & Jiang, Wei & Khoo, Michael B.C., 2008. "Optimization designs of the combined Shewhart-CUSUM control charts," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 496-506, December.

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