(A) new method for approximating the ARL of the CUSUM charts누적합 관리도에서 평균런 길이에 대한 새로운 근사적 방법

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A new method for the approximating the average run length (ARL) of cumulative sum control chart (CUSUM) is proposed in this paper. This method used the conditional expectation of excess over the boundaries. The values obtained by this method are compared to a standard numerical method and other approximation methods in the normal case. From the result, we show that this method is better than other approximation methods in the normal case.
Advisors
Kim, Byung-Chunresearcher김병천researcher
Description
한국과학기술원 : 수학과,
Publisher
한국과학기술원
Issue Date
1992
Identifier
59954/325007 / 000901194
Language
eng
Description

학위논문(석사) - 한국과학기술원 : 수학과, 1992.2, [ [ii], [27] p. ]

URI
http://hdl.handle.net/10203/42263
Link
http://library.kaist.ac.kr/search/detail/view.do?bibCtrlNo=59954&flag=dissertation
Appears in Collection
MA-Theses_Master(석사논문)
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