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. 2021 Mar 16;49(9):2326–2348. doi: 10.1080/02664763.2021.1900798

Table 3.

Differences in ARL & average restart number, IC ARL 370, steady-state size 0.

ARL difference
  TS minus CUSUM FIR
δk 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
Avgδ −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 (δ,k). Always choose TS chart here.