Statistics Sequential statistics Concept
CUSUM
Summary
CUSUM, short for cumulative sum, is a sequential procedure for detecting a change in the distribution of a stream of observations. It adds up evidence for a change and resets the sum to zero whenever it becomes negative. It raises an alarm when the sum crosses a threshold. E. S. Page introduced it in 1954, and it is the standard solution of the change detection problem in quality control.
Further reading
About this page
| Tag | 1VXZHAHT6K |
|---|---|
| URI | m2://1VXZHAHT6K |
| Kind | concept |
| Writing | W0 stub |
| MSC | 62L10, 62P30 |
| Same as |
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