Methodology is presented for the design of single and double compressed limit Sequential Probability Ratio Tests (SPRT) and Cumulative Sum (CUSUM) control charts to detect one-sided mean shifts in a symmetric probability distribution. We also show how to evaluate the average run length properties with the Fast Initial Response (FIR) feature. The resulting CUSUM plans have a simple scoring proce...

Among the various procedures used to detect potential changes in a stochastic process the moving sum algorithms are very popular due to their intuitive appeal and good statistical performance. One of the important design parameters of a change detection algorithm is the expected interval between false positives, also known as the average run length (ARL). Computation of the ARL usually involves...

Apart from Bayesian approaches, the average run length (ARL) to false alarm has always been seen as the natural performance criterion for quantifying the propensity of a detection scheme to make false alarms, and no researchers seem to have questioned this on grounds that it does not always apply. In this article, we show that in the change-point problem with mixture pre-change models, detectio...

This paper compares two control charts: Tukey (TCC) and individual/moving range (XmR) control charts. Both are designed to examine single observation per time period, but little is known about which one is more efficient and under what conditions. We simulated data from different distributions and examined the performance of the two control charts on these data. Performance was assessed using t...

Surveillance can be based, in some change-point detection problems, on a sequence of invariant statistics. Gordon and Pollak (1997) prove that, under certain conditions, the Average Run Length (ARL) to false alarm of invariance-based Shiryayev-Roberts detection schemes is asymptotically the same as that of the dual classical scheme that is based on the original sequence of observations. In this...

Process monitoring through control charts is a quite popular practice in statistical process control. This study is planned for monitoring the process dispersion parameter using exponentially weighted moving average (EWMA) control chart scheme. Most of the EWMA dispersion charts that have been proposed are based on the assumption that the parent distribution of the quality characteristic is nor...

In recent years, some researches have been done on simultaneous monitoring of multivariate process mean vector and covariance matrix. However, the effect of measurement error, which exists in many practical applications, on the performance of these control charts is not well studied. In this paper, the effect of measurement error with linearly increasing variance on the performance of ELR contr...