Far East Journal of Theoretical Statistics
Volume 50, Issue 1, Pages 65 - 76
(January 2015) http://dx.doi.org/10.17654/FJTSJan2015_065_076 |
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UNIFIED CUMULATIVE SUM CHART FOR MONITORING SHIFTS IN THE PARAMETERS OF THE ERLANG-TRUNCATED EXPONENTIAL DISTRIBUTION
Albert Luguterah
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Abstract: Cumulative sum (CUSUM) control chart has been proposed for detecting simultaneous shifts in the parameters of the Erlang-truncated exponential distribution. It was observed that the parameters of the CUSUM chart, that is, the lead distance and the mask angle change considerably for a slight shift in the parameters of the distribution. The average run length (ARL) of the control chart also changes considerably for a slight shift in the parameters of the distribution. |
Keywords and phrases: cumulative sum chart, sequential probability ratio test, Erlang-truncated exponential distribution, lead distance, mask angle, average run length. |
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