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(25 pts] Consider a two-sided CUSUM chart with * = 0.2 and h = 8. Use Siegmund's approximation procedure to evaluate the in-control ARL performance

(25 pts] Consider a two-sided CUSUM chart with * = 0.2 and h = 8. Use Siegmund's approximation procedure to evaluate the in-control ARL performance (Le., ARLO). Also estimate the out of control ARL (i...

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