Dear All <http://www.variation.com/cpa/tech/changepoint.html>
Thank you David and Harsh for your replies. You have asked about CUSUM. My
original question may not have been explicit enough.
I am only a novice but my understanding is that:
CUSUM stands for Cummulative sum charts and is a form of 'time series
analysis. Bootstrapping in this time series is done for change point
analysis. More details are given in this excellent paper by Wayne Taylor
http://www.variation.com/cpa/tech/changepoint.html
Suppose ordinarily there is one failure in 5. The failures don't come
regularly like this:
SSSSFSSSSFSSSSFSSSSFSSSSFSSSSF
You could well have by effect purely of chance:
FFFSSSSSSSSSSS
Bootstrapping of the time series will help you define the limits (of
failures or success coming together) that can occur by chance. (This will
be different for the CI of proportions.)
I was trying to draw the limits for the data
SSSSSSSSSSSSSSSSSSSFSSSSSFSSFSSFFSS
to apply further, to find when an experiment is running outside the limits
of control.
Regards
Jacob Puliyel
On Thu, Sep 17, 2009 at 7:47 PM, Dr. David Cawthorpe
<[log in to unmask]>wrote:
> Why not just calculate the 95% CI of the proportion - bootstrapping won't
> give you anything different from that.
>
>
>
>
> Puliyel wrote:
>
>> Dear All
>> I wonder if any one in the list can please help me with this bootstrapping
>> problem.
>> I have raw data in sequence of failures and success with treatment.
>> There were 5 failures and 30 successes.
>> The sequence of failures (F) and success (S) were as follows
>> SSSSSSSSSSSSSSSSSSSFSSSSSFSSFSSFFSS
>> For CUSUM calculations each success gets a score of +2/7 and each
>> failure gets a score of -12/7
>> *Using bootstrapping techniques (reordering the sequence 1000 times) I
>> want to calculate the 95% confidence limits for CUSUM*
>>
>> I am not able to get the software I downloaded on to Excel, to provide me
>> the confidence limits for this data using CUSUM
>> I will appreciate help from anyone familiar with this tool
>> Sincerely
>> Jacob Puliyel
>> Head Pediatrics
>> St Stephens Hospital
>> Delhi 110054
>> --
>> ___________________________
>> Jacob M. Puliyel MD MRCP MPhil
>>
>>
>> eFax 00 44 7092-124285
>> Phone 00 91 11 23946388
>> 00 91 9868035091
>>
>
>
--
___________________________
Jacob M. Puliyel MD MRCP MPhil
eFax 00 44 7092-124285
Phone 00 91 11 23946388
00 91 9868035091
