The Effect of Non-Normality on the Performance of CUSUM Procedures

Abstract

Cumulative sum (CUSUM) procedures have been used by many practitioners as an alternative to a Shewhart chart. The value of normality-based CUSUM procedures is well-established and CUSUM procedures have been used for decades. In recent years CUSUM procedures have also been proposed for random variables with non-normal distributions (see, e.g., Lucas [, ], Wang [], Gan [, ], Radaelli [], Mathers, Harris, and Lancaster [], and Edgeman []