Evaluation of average run lengths of cumulative sum charts for an arbitrary data distribution

Douglas M. Hawkins

Research output: Contribution to journalArticlepeer-review

42 Scopus citations

Abstract

The paper gives a general algorithm for the evaluation of the average run lengths of cumulative sum charts. The method is applicable to observations from any (known) in—control statistical distribution, discrete or continuous.

Original languageEnglish (US)
Pages (from-to)1001-1020
Number of pages20
JournalCommunications in Statistics - Simulation and Computation
Volume21
Issue number4
DOIs
StatePublished - Jan 1 1992

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