The 2-CUSUM procedure which is a simple modification or the standard CUSUM chart is described and evaluated asymptotically and in a small average run lengths setting. A Markov chain representation to determine approximate expressions for the run length distribution, its moments and its percentage points is given for thts procedure. A simple design of three 2-CUSUM procedures for detecting small, moderate and large shifts in the mean of a normal distribution is proposed. A comparative analysis with the CUSUM envelope and standard CUSUM charts is given showing Lhat quick detection is attainable simultaneously for a wide range of deviations from the targct mean.
No takes yet. Share an insight, caveat, or question.
Vladimir Dragalin (1997) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: