Table 3.
Differences in ARL & average restart number, IC ARL 370, steady-state size 0.
| ARL difference | |||||||
|---|---|---|---|---|---|---|---|
| TS minus CUSUM FIR | |||||||
| 0.10 | 0.25 | 0.50 | 0.75 | 1.00 | 1.25 | 1.50 | |
| 0.20 | −32.421 | −59.323 | −116.246 | −162.096 | −197.695 | −225.215 | −245.522 |
| 0.50 | −8.768 | −7.195 | −16.109 | −32.291 | −52.558 | −75.611 | −98.905 |
| 1.00 | −4.732 | −2.264 | −1.876 | −3.275 | −6.207 | −10.854 | −17.110 |
| 1.50 | −3.399 | −1.537 | −0.757 | −0.728 | −1.164 | −2.080 | −3.557 |
| 2.00 | −2.682 | −1.223 | −0.514 | −0.301 | −0.329 | −0.537 | −0.922 |
| 2.50 | −2.216 | −1.029 | −0.403 | −0.174 | −0.126 | −0.173 | −0.291 |
| 3.00 | −1.882 | −0.893 | −0.305 | −0.109 | −0.058 | −0.062 | −0.105 |
| −8.014 | −10.495 | −19.459 | −28.425 | −36.877 | −44.933 | −52.345 | |
| Average restart number difference | |||||||
| TS minus CUSUM FIR | |||||||
| k | 0.10 | 0.25 | 0.50 | 0.75 | 1.00 | 1.25 | 1.50 |
| – | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 | 0.000 |
Notes: Inequality (18) is satisfied for all . Always choose TS chart here.