The Probability Distribution And The Expected Value Of A Stopping Variable Associated With One-Sided Cusum Procedures For Non-Negative Integer Valued Random Variables

Communications in Statistics - Theory and Methods

Volumn 10, Issue 21, 1981, Pages 2245-2258

  Zacks, S ^a  

^a BINGHAMTON UNIVERSITY   (United States)

Author keywords

average run length probability of false alarm; change point; detection; One sided CUSUM; stopping variable

Indexed keywords

EID: 18444368367     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610928108828185     Document Type: Article

References (5)

1. Khan, R. A. (1978). Wald's approximations to the average run length in CUSUM procedures, Jour. Statist. Planning and Inference, 2: 63–77.
2. Regula, G. (1975). Optimal Cusum Procedures to Detect A Change In Distribution for the Gamma Family, Ph.D. Dissertation, Case Western Reserve University, Cleveland, Ohio.
3. Reynolds, M. R. Jr. (1975). Approximations to the average run length in cummulative sum control charts. Technometrics, 17. 65–71.
4. Van Dobben De Bruyn C. S. (1968), Cummulative Sum Tests: Theory and Practice, Griffin's Statistical Monographs and Courses, No. 24. Griffin, London.
5. Zacks, S. (1980). Numerical determination of the distributions of stopping variables associated with sequential procedures for detecting epochs of shift in distributions of discrete random variables. Communications in Statistics - Sim. Comp. B9(1), 1–18.