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CUSUM Algorithm for Detecting Translations in Gamma Distributions
Author(s) -
Jeske Daniel R.
Publication year - 2016
Publication title -
quality and reliability engineering international
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.913
H-Index - 62
eISSN - 1099-1638
pISSN - 0748-8017
DOI - 10.1002/qre.1827
Subject(s) - cusum , gamma distribution , context (archaeology) , algorithm , control chart , computer science , exponential function , mathematics , statistics , paleontology , mathematical analysis , process (computing) , biology , operating system
The cumulative sum algorithm is developed for detecting translations of in‐control gamma distributions. Efficient computing algorithms for the first two moments of the in‐control and out‐of‐control run length distribution are provided. The special case of exponential distributions is discussed in some detail as it provides an unusual context where analytical formulae are available. The results are illustrated by applying them to a network surveillance context. Copyright © 2015 John Wiley & Sons, Ltd.