Combined CUSUM–Shewhart Schemes for Binomial Data

The detection of upward shifts in a process parameter using a CUSUM scheme can be improved by using an upper one-sided combined CUSUM–Shewhart scheme. Considerable advantage is to be gained since combined schemes take advantage of two well known facts: the Shewhart schemes behave well in case of a large shift, while CUSUM schemes allow a fast detection of small and moderate shifts. Having this in mind, upper one-sided combined CUSUM–Shewhart schemes for binomial data are discussed in detail in this paper. Numerical comparisons between upper one-sided combined CUSUM–Shewhart schemes and upper onesided CUSUM schemes with a 50% head start are also carried out, leading to – what we believe – surprising results.