Question: Consider a two-sided CUSUM chart with k = 0.2 and h = 8. Use Siegmund's approximation procedure to evaluate the in-control ARL performance (i.e., ARL0).

Consider a two-sided CUSUM chart with k = 0.2 and h = 8. Use Siegmund's approximation procedure to evaluate the in-control ARL performance (i.e., ARL0). Also estimate the out of control ARL (i.e., ARL1) for = 0.5.

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