Residential College | false |
Status | 已發表Published |
Probability distribution of CUSUM charting statistics | |
Wenpo Huang1; Lianjie Shu2; Junjie Cao3; Kwok-Leung Tsui3 | |
2016-04-02 | |
Source Publication | IIE Transactions (Institute of Industrial Engineers) |
ISSN | 15458830 0740817X |
Volume | 48Issue:4Pages:324-332 |
Abstract | In parallel to the conventional study of the distribution of the first time to signal, this paper investigates the probability distribution of the article Cumulative Sum (CUSUM) charting statistics based on a recurrence relationship. The probability distribution of the CUSUM statistic can not only provide statistical significance of observations against the null hypothesis of being in control but also facilitate the analysis of the CUSUM chart in the steady-state scenario. Both the conditional case (CUSUM chart without restarting) and the cyclical case (CUSUM chart with restarting) are considered. It is shown that the distribution of CUSUM charts both with and without restarting approaches a stationary distribution, independent of their initial values. We also show that the null steady-state distribution of the unbounded CUSUM chart previously reported in the literature is a special case of this article as the control limit approaches infinity. |
Keyword | Integral Equation Run Length Statistical Process Control Steady-state |
DOI | 10.1080/0740817X.2015.1067736 |
URL | View the original |
Indexed By | SCIE |
Language | 英語English |
WOS Research Area | Engineering ; Operations Research & Management Science |
WOS Subject | Engineering, Industrial ; Operations Research & Management Science |
WOS ID | WOS:000372450100002 |
Scopus ID | 2-s2.0-84954215366 |
Fulltext Access | |
Citation statistics | |
Document Type | Journal article |
Collection | DEPARTMENT OF ACCOUNTING AND INFORMATION MANAGEMENT |
Affiliation | 1.Antai College of Economics and Management,Shanghai Jiao Tong University,,Shanghai,China 2.Faculty of Business Administration,University of Macau,,Macao 3.Department of Systems Engineering and Engineering Management,City University of Hong Kong,,Kowloon Tong,Hong Kong |
Recommended Citation GB/T 7714 | Wenpo Huang,Lianjie Shu,Junjie Cao,et al. Probability distribution of CUSUM charting statistics[J]. IIE Transactions (Institute of Industrial Engineers), 2016, 48(4), 324-332. |
APA | Wenpo Huang., Lianjie Shu., Junjie Cao., & Kwok-Leung Tsui (2016). Probability distribution of CUSUM charting statistics. IIE Transactions (Institute of Industrial Engineers), 48(4), 324-332. |
MLA | Wenpo Huang,et al."Probability distribution of CUSUM charting statistics".IIE Transactions (Institute of Industrial Engineers) 48.4(2016):324-332. |
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