CUSUM Algorithm for Detecting Translations in Gamma Distributions

CUSUM Algorithm for Detecting Translations in Gamma Distributions

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Article ID: iaor2016975
Volume: 32
Issue: 3
Start Page Number: 1205
End Page Number: 1211
Publication Date: Apr 2016
Journal: Quality and Reliability Engineering International
Authors:
Keywords: control, statistics: distributions
Abstract:

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.

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