RUN LENGTH DISTRIBUTION OF TWO-SIDED CUSUM PROCEDURES FOR CONTINUOUS RANDOM VARIABLES

Y. F. Tan; A. H. Pooi

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RUN LENGTH DISTRIBUTION OF TWO-SIDED CUSUM PROCEDURES FOR CONTINUOUS RANDOM VARIABLES

机译：连续随机变量的两个惯性过程的游程长度分布

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摘要

Cumulative sum (CUSUM) control charts are very effective in detecting special causes. In judging the performance of a CUSUM procedure, it is important to know its run length distribution. Presently iterative formulas are derived for finding the run length distribution of two-sided CUSUM. The application of the iterative formulas is illustrated in the normal two-sided CUSUM.

机译：累积和（CUSUM）控制图在检测特殊原因方面非常有效。在判断CUSUM过程的性能时，重要的是要了解其运行长度分布。当前，迭代公式被推导用于找到两侧CUSUM的游程长度分布。在常规的双面CUSUM中说明了迭代公式的应用。

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《Bulletin of the Institute of Mathematics, Academia Sinica》 |2005年第2期|共23页
作者
Y. F. Tan; A. H. Pooi;
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原文格式 PDF
正文语种 eng
中图分类数学;
关键词
Average run length (ARL); cumulative sum; iterative formulas;

机译：平均游程长度（ARL）;累计和;迭代公式;

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专利

1. RUN LENGTH DISTRIBUTION OF TWO-SIDED CUSUM PROCEDURES FOR CONTINUOUS RANDOM VARIABLES [J] . Y. F. Tan, A. H. Pooi Bulletin of the Institute of Mathematics, Academia Sinica . 2005,第2期

机译：连续随机变量的两个惯性过程的游程长度分布
2. Two-sided variable inspection plans for arbitrary continuous populations with unknown distribution [J] . Koessler Wolfgang, Ott Janine AStA Advances in statistical analysis . 2019,第3期

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3. DISTRIBUTION OF MINIMAL PATH LENGTHS WHEN EDGE LENGTHS ARE INDEPENDENT HETEROGENEOUS EXPONENTIAL RANDOM VARIABLES [J] . SHELDON M. ROSS Journal of Applied Probability . 2012,第3期

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4. The Theoretical Derivation of a One-sided and Two-sided P Value Calculation Formula of One-dimensional Continuous Random Variables [C] . Ying-ying Zhang International Conference on Applied Social Science Research . 2015

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5. Distribution of a Sum of Random Variables When the Sample Size is a Poisson Distribution [D] . Pfister, Mark 2018

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6. Estimating the divergence point: a novel distributional analysis procedure for determining the onset of the influence of experimental variables [O] . Eyal M. Reingold, Heather Sheridan 2014

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7. A procedure to facilitate testing of a two-sided composite null hypothesis about the mean of a normally distributed random variable [O] . Davis Michael William 1978

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RUN LENGTH DISTRIBUTION OF TWO-SIDED CUSUM PROCEDURES FOR CONTINUOUS RANDOM VARIABLES

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