Average run lengths for cumulative sum schemes. This paper describes a Fortran 77 algorithm.
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References in zbMATH (referenced in 6 articles , 1 standard article )
Showing results 1 to 6 of 6.
- Schaffer, Jay R.; Kim, Myoung-Jin: Number of replications required in control chart Monte Carlo simulation studies (2007)
- Knoth, Sven: Computation of the ARL for CUSUM-$S^2$ schemes (2006)
- Tan, Y.F.; Pooi, A.H.: Run length distribution of two-sided CUSUM procedures for continuous random variables (2005)
- Luceño, Alberto; Puig-Pey, Jaime: An accurate algorithm to compute the run length probability distribution, and its convolutions, for a cusum chart to control normal mean (2002)
- Yashchin, Emmanuel: Performance of CUSUM control schemes for serially correlated observations (1993)
- Fellner, William H.: Average run lengths for cumulative sum schemes (1990)