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|Title:||A uniformly most powerful cumulative sum scheme based on symmetry|
|Keywords:||Backward cumulative sum|
Statistical process control
Time series analysis
|Source:||Atienza, O.O.,Tang, L.C.,Ang, B.W. (2000). A uniformly most powerful cumulative sum scheme based on symmetry. Journal of the Royal Statistical Society Series D: The Statistician 49 (2) : 209-217. ScholarBank@NUS Repository.|
|Abstract:||The V-mask cumulative sum (CUSUM) or its corresponding tabular form is known to be optimal for detecting a shift in mean of magnitude 2k. It is also known that the optimality of the CUSUM is not uniform against other alternatives. This has prompted quality improvement practitioners to propose various modifications of the V-mask. Some of these modifications are somewhat ad hoc. We propose a parabolic mask which is based on a uniformly most powerful test. We compare the performance of the proposed parabolic mask with the various V-mask modifications. The results show that a CUSUM with parabolic mask is better in detecting a shift in mean across a wider range.|
|Source Title:||Journal of the Royal Statistical Society Series D: The Statistician|
|Appears in Collections:||Staff Publications|
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