Abstract

A two-sided cumulative sum (cusum) scheme for a normal mean involves running two one-sided schemes, one to control upward and the other to control downward changes in the mean. We show that the two-sided scheme can be replaced by a single upward cusum scheme that has the same in-control average run length (ARL) and a smaller out-of-control ARL. The benefits of the new scheme are especially apparent at small mean shifts.

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