Fast initial response CUSUM (source code)

= Fast initial response CUSUM
{title2=$0<C_0<h$}

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.