CUSUM
In statistical quality control, the CUSUM (or cumulative sum control chart) is a sequential analysis technique due to E. S. Page of the University of Cambridge. It is typically used for monitoring change detection. CUSUM was announced in Biometrika a few years after the publication of Wald's SPRT algorithm.
Page referred to a "quality number" θ, by which he meant a parameter of the probability distribution; for example, the mean. He devised CUSUM as a method to determine changes in it, and proposed a criterion for deciding when to take corrective action.
A few years later, Barnard developed a visualization method, the V-mask chart, to detect both increases and decreases in θ
Page referred to a "quality number" θ, by which he meant a parameter of the probability distribution; for example, the mean. He devised CUSUM as a method to determine changes in it, and proposed a criterion for deciding when to take corrective action.
A few years later, Barnard developed a visualization method, the V-mask chart, to detect both increases and decreases in θ
