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False Alarm Probability Function of Cusum Charts

  • Ken Nishina and Shintaro Nishiyuki
Published/Copyright: March 10, 2010
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Stochastics and Quality Control
From the journal Volume 18 Issue 1

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.

Published Online: 2010-03-10
Published in Print: 2003-April

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