  The behavior of CUSUM charts depends strongly on how they are initialized.
Recent work has suggested that self-starting CUSUM methods retain some
dependence on their very first readings, and introduced the concept of
"conditional average run length" (CARL) -- the average run length conditioned
on the first few process readings -- as a result of which is it claimed that
different practitioners using the same methodology could experience different
ARLs because of the random differences in their earliest readings. We cast
doubt on whether CARL is relevant to practitioners who use self-starting
methods and argue that the unconditional ARL is the relevant measure there.
