The Geometric Approximation to the Cusum Run Length Distribution
研究了累积和（CUSUM）控制图运行长度T的分布在大运行长度下收敛于几何分布cλT，推导了参数c和λ的新近似公式，并与数值结果比较了百分位数。
It has long been known that at larger run lengths, the distribution of cusum run length, T, converges to the geometric form cλT. Currently, the only approximation to c is 1 and one approximation is available for λ which goes back to Page (1954). The usefulness of these approximations has never been tested. Two new approximations for c and three for λ are derived. All are compared to numerically-derived values c and λ for a small but diverse set of cusums whose increments are normally-distributed. The resulting approximations to cλT are finally compared to actual numerically-derived run length percentiles.