| Article ID: | iaor19993221 |
| Country: | Germany |
| Volume: | 48 |
| Issue: | 1 |
| Start Page Number: | 31 |
| End Page Number: | 48 |
| Publication Date: | Jan 1998 |
| Journal: | Metrika |
| Authors: | Knoth S. |
| Keywords: | cusum charts |
Given that no false alarm was made, the CUSUM process behaves like a stationary process. The corresponding transition density is derived for Erlang distributed random variables. Then a representation for the so-called average delay and a geometric approximation for the CUSUM run length distribution is obtained.