Journal of the Korean Statistical Society

  • 제23권1호
  • /
  • Pages.89-102
  • /
  • 1994
  • /
  • 1226-3192(pISSN)
  • /
  • 2005-2863(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

A Heuristic Approach for Approximating the ARL of the CUSUM Chart

  • Kim, Byung-Chun (Department of Management and Policy, KAIST, Taejon, 305-701) ;
  • Park, Chang-Soon (Department of Applied Statistics, Chung-Ang University, Seoul 156-756) ;
  • Park, Young-Hee (Department of Mathematics, KAIST, Taejon, 305-701) ;
  • Lee, Jae-Heon (Department of Mathematics, KAIST, Taejon, 305-701)
  • 발행 : 1994.06.01
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초록

A new method for approximating the average run length (ARL) of cumulative sum (CUSUM) chart is proposed. This method uses the conditional expectation for the test statistic before the stopping time and its asymptotic conditional density function. The values obtained by this method are compared with some other methods in normal and exponential case.

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참고문헌

  1. Technometrics v.13 no.2 Determination of A.R.L. and a Contour Nomogram for Cusum Charts to Control Normal Mean Goel,A.L.;Wu,S.M.
  2. Journal of Statistical Planning and Inference v.2 Wald’s Approximations to the Average Run Length in CUSUM Procedures Kahn,R.A.
  3. The Annals of Statistics v.14 Optimal Stopping Times for Detecting Changes in Distributions Moustakides,G.V.
  4. Biometrika v.41 Continuous Inspection Schemes Page,E.S.
  5. Sequential Analysis v.6 no.3 A Corrected Wiener Process Approximation for CUSUM ARLs Park,C.S.
  6. Journal of the Korean Statistical Society v.19 no.2 A CUSUM Chart Based on Log Probability Ratio Statistic Park,C.S.;Kim,B.C.
  7. Technometrics v.17 no.1 Approximations to the Average Run Length in Cumulative Sum Control Charts Reynolds,M.R.Jr.
  8. The Economic Control of Quality of Manufacture Product Shewhart,W.A.
  9. Advances in Applied Probabilities v.11 Corrected Diffusion Approximations in Certain Random Walk Problems Siegmund,D.
  10. Statistics and Probability Letters v.5 On the SPRT for the Mean of an Exponential Distribution Stadje,W.
  11. Cumulative Sum Tests Van Dobben de Bruyn,C.S.
  12. Sequential Analysis Wald,A.