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Fast initial response CUSUM (0<C0​<h)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Statistical process control CUSUM
2026-10-14  0 By others on same topic  0 Discussions Create my own version
A fast initial response CUSUM starts a CUSUM with a positive head start below its signalling boundary. Before its first reset, it accumulates a fixed-start log-likelihood ratio like a sequential probability ratio test; after resetting to zero it behaves as an ordinary CUSUM. It gives faster initial detection when the process may already be out of control, at the cost of changed initial false-alarm behavior.

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  • Fast initial response CUSUM
  • Past exam of the mathematics course of the University of Cambridge / 2003 / iii / Paper 40 / 3 / i / 2 / Solution

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