Dissertation/Thesis Abstract

Multivariate Extensions of Cusum Procedure
by Hongcheng, Li, Ph.D., Kent State University, 2007, 97; 10817875
Abstract (Summary)

In quality control, to use the recent history data of the process, Page(1954) introduced the CUSUM procedure in the univariate case. It has been proved (Moustakides,1986)that (when the process is out of control) the CUSUM procedure has the smallest expected run length among all procedures with the same in-control ARL. In this dissertation, we investigate the multivariate extension of Page's CUSUM procedure. The expectation and the variance of the run length for various multivariate distributions are studied. Both analytical and simulation results of the ARL and variance are given. The exact expression for the ARL of a trinomial model for any decision intervals are given. Computer programs computing the ARL and variance for any given decision intervals are also given.

Indexing (document details)
Advisor: Khan, Mohammad
Commitee:
School: Kent State University
Department: Mathematical Science
School Location: United States -- Ohio
Source: DAI-B 79/08(E), Dissertation Abstracts International
Source Type: DISSERTATION
Subjects: Mathematics
Keywords: Average running length, Cusum, Quality control, Trinomial model, Variance
Publication Number: 10817875
ISBN: 9780355844702
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