The Korean Journal of Applied Statistics (응용통계연구)

The Korean Statistical Society (한국통계학회)
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Design of Variance CUSUM

  • Received : 20090700
  • Accepted : 20090800
  • Published : 2009.12.31
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Abstract

We suggest a fast and accurate algorithm to compute ARLs of CUSUM chart for controling process variance. The algorithm solves the characteristic integral equations of CUSUM chart (for controling variance). The algorithm is directly applicable for the cases of odd sample sizes. When the sample size is even, by using well-known approximation algorithm combinedly with the new algorithm for neighboring odd sample sizes, we can also evaluate the ARLs of CUSUM charts efficiently and accurately. Based on the new algorithm we consider the optimal design of upward and downward CUSUM charts for controling process variance.

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Acknowledgement

Supported by : National Research Foundation of Korea(NRF)

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