CUSUM
Sign in to saveAlso known as Cumulative Sum
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).
~5 min read
Article
6 sectionsContents
- Method
- Example
- Variants
- References
- Further reading
- External links
{{Infobox control chart | name = CUSUM chart | proposer = E. S. Page
| subgroupsize = n = 1 | measurementtype = Cumulative sum of a quality characteristic | qualitycharacteristictype = Variables data | distribution = Normal distribution
Connections
type I and type II errors
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International Standard Book Number
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University of Cambridge
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digital object identifier
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International Standard Serial Number
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normal distribution
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Q180686
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JSTOR
Organization
probability distribution
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mean
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time series
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Abraham Wald
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Handle System
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likelihood function
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statistical process control
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statistical variable
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Neyman–Pearson lemma
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Biometrika
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figure of merit
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sequential analysis
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