CUSUM control charts for multivariate poisson distribution

Shuguang He, Zhen He, G. Alan Wang

Research output: Contribution to journalArticlepeer-review


A cumulative sum control chart for multivariate Poisson distribution (MP-CUSUM) is proposed. The MP-CUSUM chart is constructed based on log-likelihood ratios with in-control parameters, Φ0, and shifts to be detected quickly, Φ1. The average run length (ARL) values are obtained using a Markov Chain-based method. Numerical experiments show that the MP-CUSUM chart is effective in detecting parameter shifts in terms of ARL. The MP-CUSUM chart with smaller Φ1 is more sensitive than that with greater Φ1 to smaller shifts, but more insensitive to greater shifts. A comparison shows that the proposed MP-CUSUM chart outperforms an existing MP chart.

Original languageEnglish (US)
Pages (from-to)1192-1208
Number of pages17
JournalCommunications in Statistics - Theory and Methods
Issue number6
StatePublished - Mar 19 2014
Externally publishedYes


  • Attribute control chart
  • Average run length
  • Cumulative sum control chart
  • Multivariate Poisson distribution

ASJC Scopus subject areas

  • Statistics and Probability


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