False Alarm Probability Function of Cusum Charts

Nishina Ken and Nishiyuki Shintaro
Additional contact information
Nishina Ken: Department of Systems Engineering, Nagoya Institute of Technology, Gokiso-cho, Showa-ku, Nagoya 466-8555, Japan. nishina@system.nitech.ac.jp
Nishiyuki Shintaro: Department of Systems Engineering, Nagoya Institute of Technology, Gokiso-cho, Showa-ku, Nagoya 466-8555, Japan

Stochastics and Quality Control, 2003, vol. 18, issue 1, 101-112

Abstract: In this paper, standard Cusum charts with head start value zero are compared with fast initial response (FIR) Cusum charts proposed by Lucas and Crosier (Technometrics 24: 199–205, 1982) from the viewpoint of the false alarm probability function. The focus in this comparison is conservativeness. The concept of conservativeness is based on the relationship between the in-control ARL and the false alarm probability function by regarding the Cusum statistic as a Markov process. The comparison shows that standard Cusum charts are conservative in contrast to FIR Cusum charts. Moreover, the concept of false alarm probability function provides an easy probabilistic interpretation of the in-control ARL.

Date: 2003
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/EQC.2003.101 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:ecqcon:v:18:y:2003:i:1:p:101-112:n:1

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/eqc/html

DOI: 10.1515/EQC.2003.101

Access Statistics for this article

Stochastics and Quality Control is currently edited by George P. Yanev

More articles in Stochastics and Quality Control from De Gruyter
Bibliographic data for series maintained by Peter Golla ().