Luo, Yunzhao; Li, Zhonghua; Wang, Zhaojun - In: Computational Statistics & Data Analysis 53 (2009) 7, pp. 2693-2701
The standard cumulative sum chart (CUSUM) is widely used for detecting small and moderate process mean shifts, and its optimal detection ability for any pre-specified mean shift has been demonstrated by its equivalence to continuous sequential tests. In real practice, the assumption of knowing...