StatTools : CUSUM for Normally Distributed Standard Deviation

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Related Links:
CUSUM Charts Explained Page
MacroPlot Help Page

Data

Parameters

: In Control Standard Deviation (σ0)
: Out of Control Standard Deviation (σ1)
: Sample Size to Calculate SD (m)
: Averaged Run Length (ARL)
: Starting value for CUSUM as proportion of h




Note : Default data and parameters are examples

MacroPlot Code



 

References :

CUSUM : Hawkins DM, Olwell DH (1997) Cumulative sum charts and charting for quality improvement. Springer-Verlag New York. ISBN 0-387-98365-1

Computer program (in DOS) to calculate CUSUM decision limits can be downloaded from http://www.stat.umn.edu/cusum/software.htm

Hawkins DM (1992) Evaluation of average run lengths of cumulative sum charts for an arbitrary data distribution Journal Communications in Statistics - Simulation and Computation Volume 21, - Issue 4 Pages 1001-1020

Program adapted from CRAN package CUSUMdesign_1.1.3. https://cran.r-project.org/web/packages/CUSUMdesign/index.html