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The Run Length Distribution of the CUSUM with Estimated Parameters

Summary: [This abstract is based on the authors' abstract.] The performance of the CUSUM control chart used to monitor the performance of production processes is usually evaluated with the assumption that the process parameters are know. In practice, however, the parameters are seldom known and are often replaced with estimates from an in-control sample. The run length distribution of the CUSUM with estimated parameters is examined, and a method is proposed for approximating this distribution and moments. The method's performance is evaluated in a variety of situations.

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  • Topics:
  • Keywords: Average run length (ARL),Control charts,Performance charts,Unknown parameters,Moment estimation,Cumulative sum control chart (CUSUM)
  • Author: Jones, L. Allison; Champ, Charles W.; Rigdon, Steven E.
  • Journal: Journal of Quality Technology