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Biometrika 1981 68(3):717-719; doi:10.1093/biomet/68.3.717
© 1981 by Biometrika Trust
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Miscllanea

A note on Page's two-sided cumulative sum procedure

RASUL A. KHAN

Department of Mathematics, Cleveland State University Ohio

A symmetric version of Page's (1954) two-sided cumulative sum procedure is discussed and a formula for the average run length given. Asymptotic normality of run length under suitable normalization is established.

Key Words: Asymptotic theory • Average run length • Change point • Cumulative sum


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