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Computation of the ARL for CUSUM-S2 schemes

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  • Knoth, Sven

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  • Knoth, Sven, 2006. "Computation of the ARL for CUSUM-S2 schemes," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 499-512, November.
    • Handle: RePEc:eee:csdana:v:51:y:2006:i:2:p:499-512
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    References listed on IDEAS

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    1. 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.
    2. 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.
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    Cited by:

    1. Huang, Wenpo & Shu, Lianjie & Jiang, Wei, 2012. "Evaluation of exponentially weighted moving variance control chart subject to linear drifts," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4278-4289.
    2. Huwang, Longcheen & Huang, Chun-Jung & Wang, Yi-Hua Tina, 2010. "New EWMA control charts for monitoring process dispersion," Computational Statistics & Data Analysis, Elsevier, vol. 54(10), pages 2328-2342, October.
    3. Mu’azu Ramat Abujiya & Muhammad Riaz & Muhammad Hisyam Lee, 2015. "Enhanced Cumulative Sum Charts for Monitoring Process Dispersion," PLOS ONE, Public Library of Science, vol. 10(4), pages 1-22, April.
    4. Graham, M.A. & Chakraborti, S. & Human, S.W., 2011. "A nonparametric exponentially weighted moving average signed-rank chart for monitoring location," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2490-2503, August.
    5. Verdier, Ghislain & Hilgert, Nadine & Vila, Jean-Pierre, 2008. "Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems," Computational Statistics & Data Analysis, Elsevier, vol. 52(9), pages 4161-4174, May.

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