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CUSUM

In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique developed by E. S. Page of the University of Cambridge. It is typically used for monitoring change detection. CUSUM was announced in Biometrika, in 1954, a few years after the publication of Wald's sequential probability ratio test (SPRT).

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Center line
The target value, T, of the quality characteristic
Lower control limit
C i − = max [ 0 , ( T − K ) − x i + C i − 1 − ] {\displaystyle C_{i}^{-}=\max \lbrack 0,\left(T-K\right)-x_{i}+C_{i-1}^{-}\rbrack }
Measurement type
Cumulative sum of a quality characteristic
Originally proposed by
E. S. Page
Plotted statistic
C i = ∑ j = 1 i x ¯ j − T {\displaystyle C_{i}=\sum _{j=1}^{i}{\bar {x}}_{j}-T}
Quality characteristic type
Variables data

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CUSUM

Nodes23
Edges22
Triples18
Avg. degree1.91
Density0.086957
Components1

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CUSUM

Top relations

related to Method · 4
CUSUM → As, Samples, The, When
related to Example · 2
CUSUM → From, The
related to External links · 2
CUSUM → Cusum Control Charts, Engineering Statistics Handbook
Center line · 1
CUSUM → The target value, T, of the quality characteristic
Lower control limit · 1
CUSUM → C i − = max [ 0 , ( T − K ) − x i + C i − 1 − ] {\displaystyle C_{i}^{-}=\max \lbrack 0,\left(T-K\right)-x_{i}+C_{i-1}^{-}\rbrack }
Measurement type · 1
CUSUM → Cumulative sum of a quality characteristic
Originally proposed by · 1
CUSUM → E. S. Page
Plotted statistic · 1
CUSUM → C i = ∑ j = 1 i x ¯ j − T {\displaystyle C_{i}=\sum _{j=1}^{i}{\bar {x}}_{j}-T}
Quality characteristic type · 1
CUSUM → Variables data
Rational subgroup size · 1
CUSUM → n = 1

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Important terminology

displaystyle method page quality changes cumulative used detection mean sum change sequential example value control detect action chart developed years

Entity relationships Subject–Predicate–Object triples

SubjectPredicateObjectConfidenceSrc
CUSUMCenter lineThe target value, T, of the quality characteristic1.00infobox
CUSUMLower control limitC i − = max [ 0 , ( T − K ) − x i + C i − 1 − ] {\displaystyle C_{i}^{-}=\max \lbrack 0,\left(T-K\right)-x_{i}+C_{i-1}^{-}\rbrack }1.00infobox
CUSUMMeasurement typeCumulative sum of a quality characteristic1.00infobox
CUSUMOriginally proposed byE. S. Page1.00infobox
CUSUMPlotted statisticC i = ∑ j = 1 i x ¯ j − T {\displaystyle C_{i}=\sum _{j=1}^{i}{\bar {x}}_{j}-T}1.00infobox
CUSUMQuality characteristic typeVariables data1.00infobox
CUSUMRational subgroup sizen = 11.00infobox
CUSUMSize of shift to detect≤ 1.5σ1.00infobox
CUSUMUnderlying distributionNormal distribution1.00infobox
CUSUMUpper control limitC i + = max [ 0 , x i − ( T + K ) + C i − 1 + ] {\displaystyle C_{i}^{+}=\max \lbrack 0,x_{i}-\left(T+K\right)+C_{i-1}^{+}\rbrack }1.00infobox
CUSUMrelated to ExampleThe0.60section
CUSUMrelated to ExampleFrom0.60section

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