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Cusum-schemes with variable sampling intervals and sample sizes. (English) Zbl 0694.62053

Summary: CUSUM-schemes with variable sampling intervals and sample sizes are introduced and investigated for situations where a production process switches at an unknown time from an in-control state to an out-of-control state. Suitable performance criteria are derived to compare CUSUM-schemes with this additional feature. The gain from this feature may be substantial. Without seriously affecting the run length properties under the out-of-control state it is possible to simultaneously reduce the average number of sampled items per time unit (25 % to 50 %) and to increase the average run length under the in-control state (40 % to 50 %). Furthermore it is shown that one may restrict to simple schemes that have only two different sample sizes and equally spaced time-intervals between the observations.

MSC:

62P30 Applications of statistics in engineering and industry; control charts
Full Text: DOI

References:

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