A CUSUM Chart Based on Log Probability Ratio Statistics
A new approximation method is proposed for the ARL of CUSUM chart which is based on the log probability ratio statistic. This method uses the condition of before-stopping time to derive the expectation of excess over boundaries. The proposed method is compared to some other approximation methods in normal and exponential cases.
- Publisher
- 한국통계학회
- Issue Date
- 1990-01
- Language
- Korean
- Citation
JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.19, no.2, pp.160 - 170
- ISSN
- 1226-3192
- Appears in Collection
- MT-Journal Papers(저널논문)
- Files in This Item
- There are no files associated with this item.
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