average run length;
CUSUM design;
reference value;
threshold;
D O I:
10.1080/03610920500440032
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
In the design of CUSUM control charts, it is common to use charts, tables, or software to find an appropriate critical threshold (h). This article provides an approximate formula to calculate the threshold directly from prespecified values of the reference value (k) and the in-control average run length (ARL(0)). Formulas are also provided for choosing k and h from prespecified values of the in-control and out-of-control average run lengths.
机构:
King Fahd Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia
City Univ Hong Kong, Dept Syst Engn & Engn Management, Kowloon, Hong Kong, Peoples R ChinaKing Fahd Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia
Sanusi, Ridwan A.
Abujiya, Mu'azu Ramat
论文数: 0引用数: 0
h-index: 0
机构:
King Fahd Univ Petr & Minerals, Preparatory Year Math Program, Dhahran 31261, Saudi ArabiaKing Fahd Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia
Abujiya, Mu'azu Ramat
Riaz, Muhammad
论文数: 0引用数: 0
h-index: 0
机构:
King Fahd Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi ArabiaKing Fahd Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia