Fitting pareto distribution with hyperexponential to evaluate the arl for cusum chart

Petcharat, K; Areepong, Y; Sukparungsee, S; Mititelu, G

Fitting pareto distribution with hyperexponential to evaluate the arl for cusum chart

Petcharat, K Areepong, Y Sukparungsee, S Mititelu, G

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Publication Type:: Journal Article
Citation:: International Journal of Pure and Applied Mathematics, 2012, 77 (2), pp. 233 - 244
Issue Date:: 2012-05-28

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Field	Value	Language
dc.contributor.author	Petcharat, K	en_US
dc.contributor.author	Areepong, Y	en_US
dc.contributor.author	Sukparungsee, S	en_US
dc.contributor.author	Mititelu, G	en_US
dc.date.issued	2012-05-28	en_US
dc.identifier.citation	International Journal of Pure and Applied Mathematics, 2012, 77 (2), pp. 233 - 244	en_US
dc.identifier.issn	1311-8080	en_US
dc.identifier.uri	http://hdl.handle.net/10453/22776
dc.description.abstract	Explicit formulas for the Average Run Length (ARL) of Cumulative Sum (CUSUM) chart are very complicated in regarding the analytical derivation when observations are Long-tailed distributions. The objective of this paper is to fitting Pareto distribution with the hyperexponential distribution to evaluate ARL of CUSUM procedure. The numerical results obtained from analytical solution for the ARL and from numerical approximations are derived and we compared the result with integral equations approach. © 2012 Academic Publications, Ltd.	en_US
dc.relation.ispartof	International Journal of Pure and Applied Mathematics	en_US
dc.title	Fitting pareto distribution with hyperexponential to evaluate the arl for cusum chart	en_US
dc.type	Journal Article
utslib.citation.volume	2	en_US
utslib.citation.volume	77	en_US
utslib.for	0102 Applied Mathematics	en_US
utslib.for	0101 Pure Mathematics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Science
utslib.copyright.status	closed_access
pubs.issue	2	en_US
pubs.publication-status	Published	en_US
pubs.volume	77	en_US

Abstract:

Explicit formulas for the Average Run Length (ARL) of Cumulative Sum (CUSUM) chart are very complicated in regarding the analytical derivation when observations are Long-tailed distributions. The objective of this paper is to fitting Pareto distribution with the hyperexponential distribution to evaluate ARL of CUSUM procedure. The numerical results obtained from analytical solution for the ARL and from numerical approximations are derived and we compared the result with integral equations approach. © 2012 Academic Publications, Ltd.

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http://hdl.handle.net/10453/22776