# cusumPfaCed: Cusum Probability of False Alarm and Conditional Expected... In mistat: Data Sets, Functions and Examples from the Book: "Modern Industrial Statistics" by Kenett, Zacks and Amberti

## Description

Compute the Probability of False Alarm, PFA, and the Conditional Expected Delay, CED, for the Normal, Binomial and Poisson distributions

## Usage

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14``` ```cusumPfaCedBinom(size0 = 0, prob0 = 1, size1 = 0, prob1 = 1, tau = 10, N = 100, limit = 10000, seed = NA, kp = 1, km = -1, hp = 3, hm = -3, side = "both", printSummary = TRUE) cusumPfaCedNorm(mean0 = 0, sd0=1, mean1=0, sd1=1, tau=10, N=100, limit=10000, seed=NA, kp=1, km=-1, hp=3, hm=-3, side="both", printSummary = TRUE) cusumPfaCedPois(lambda0 = 0, lambda1=1, tau=10, N=100, limit=10000, seed=NA, kp=1, km=-1, hp=3, hm=-3, side="both", printSummary = TRUE) ```

## Arguments

 `size0` number of trials (zero or more) `prob0` probability of success on each trial `size1` number of trials (zero or more) after a process level change `prob1` probability of success on each trial after a process level change `mean0` distribution mean `sd0` distribution standard deviation `mean1` distribution mean after a process level change `sd1` distribution standard deviation after a process level change `lambda0` (non-negative) mean `lambda1` (non-negative) mean after a process level change `tau` time on which the process level change occurs `N` the number of replicates `limit` safety parameter, stop rule for procedures with very long ARL `seed` a single value, interpreted as an integer. If specified make the simulation replicable. `kp` K^+ parameter of the control scheme `km` K^- parameter of the control scheme `hp` h^+ parameter of the control scheme `hm` h^- parameter of the control scheme `side` a character string specifying the side of the control scheme, must be one of "both" (default), "upper" or "lower" `printSummary` logical, if `TRUE` print a summary of the cusum PFA and CED

## Value

a list with elements:

 `rls ` a numeric vector representing the Run Length of the simulation `statistics ` a numeric vector with summary statistics `run` a list of length `N` elements each of which has single numeric elements `violationLower`, `violationUpper` and `rl`

Daniele Amberti

## References

Kenett, R., Zacks, S. with contributions by Amberti, D. Modern Industrial Statistics: with applications in R, MINITAB and JMP. Wiley.

## Examples

 ```1 2 3 4 5``` ```cusumPfaCedNorm(mean1=1.5, tau=100, N=100, limit=1000, seed=123) ```

mistat documentation built on April 18, 2021, 5:07 p.m.