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The Statistical Design of CUSUM Charts

Summary: A number of popular statistical quality control textbooks and computer packages use the method of N.L. Johnson to design cumulative sum (CUSUM) charts. It has been shown that this method results in CUSUM charts with statistical properties quite different from those one would expect. Instead, we recommend that existing average run length (ARL) tables or accurate numerical methods be used to design CUSUM charts. If simplicity is an essential criterion, however, we recommend a simple design method based on the ARL approximation of D. Siegmund to replace Johnson's method.

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  • Topics: Statistical Process Control (SPC)
  • Keywords: Average run length (ARL),Statistical process control (SPC),False alarm rate (FAR),Cumulative sum control chart (CUSUM)
  • Author: Woodall, William; Adams, Benjamin
  • Journal: Quality Engineering