{"title":"可应用于Cusum图表的形式表达式","authors":"K. Kemp","doi":"10.1111/J.2517-6161.1971.TB01521.X","DOIUrl":null,"url":null,"abstract":"The paper describes a number of formal expressions which can be used to determine properties of cumulative sum schemes. Formulae given only depend upon very general assumptions with regard to the distribution of the cumulated statistic. Numerical as well as algebraic procedures are described which permit calculation of the average sample run length to a specified degree of accuracy for almost any statistic likely to arise in practice. Methods for generating the sample run length distribution are also given.","PeriodicalId":17425,"journal":{"name":"Journal of the royal statistical society series b-methodological","volume":"1 1","pages":"331-355"},"PeriodicalIF":0.0000,"publicationDate":"1971-10-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"21","resultStr":"{\"title\":\"Formal Expressions Which Can be Applied to Cusum Charts\",\"authors\":\"K. Kemp\",\"doi\":\"10.1111/J.2517-6161.1971.TB01521.X\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The paper describes a number of formal expressions which can be used to determine properties of cumulative sum schemes. Formulae given only depend upon very general assumptions with regard to the distribution of the cumulated statistic. Numerical as well as algebraic procedures are described which permit calculation of the average sample run length to a specified degree of accuracy for almost any statistic likely to arise in practice. Methods for generating the sample run length distribution are also given.\",\"PeriodicalId\":17425,\"journal\":{\"name\":\"Journal of the royal statistical society series b-methodological\",\"volume\":\"1 1\",\"pages\":\"331-355\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"1971-10-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"21\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the royal statistical society series b-methodological\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1111/J.2517-6161.1971.TB01521.X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the royal statistical society series b-methodological","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1111/J.2517-6161.1971.TB01521.X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Formal Expressions Which Can be Applied to Cusum Charts
The paper describes a number of formal expressions which can be used to determine properties of cumulative sum schemes. Formulae given only depend upon very general assumptions with regard to the distribution of the cumulated statistic. Numerical as well as algebraic procedures are described which permit calculation of the average sample run length to a specified degree of accuracy for almost any statistic likely to arise in practice. Methods for generating the sample run length distribution are also given.
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