Multivariate CUSUM charts are often used instead of the standard Hotelling's control charts in many situations when detection of small shifts in the process mean is important. However, the design of these charts is usually based on the average run length (ARL). The percentage points of the run length distributions of two such charts are computed. It is shown that the interpretations based on ARL can be misleading, since the in-control run length distribution is highly skewed. On the other hand, the percentage points of the run length distribution provide additional information such as the median run length, early false out-of-control signals, and the skewness of the run length distribution for a particular scheme. (11 refs.)
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