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
KOR
Citation

JOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.19, no.2, pp.160 - 170

ISSN
1226-3192
URI
http://hdl.handle.net/10203/55643
Appears in Collection
KGSF-Journal Papers(저널논문)
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