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Estimation of Linear Trend from a Cusum Chart or Tabulation
Author(s) -
Bissell A. F.
Publication year - 1984
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347440
Subject(s) - cusum , statistics , chart , estimation , computer science , econometrics , mathematics , engineering , systems engineering
SUMMARY A simple method is developed for using three values of a Cusum to estimate the rate‐of‐change parameter for a system subject to linear trend. Comparison with more tedious regression estimation indicates an efficiency of about 75 per cent for the three‐point method.