Optimal surveillance

DOI10.1093/biomet/78.2.271zbMath0746.62083OpenAlexW4237563286MaRDI QIDQ3981109

Marianne Frisén, Jacques de Maré

Publication date: 26 June 1992

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/biomet/78.2.271

zbMATH Keywords

cusumdiscriminationNeyman-Pearson lemmaerror ratesshift detectionwarning systemalarm setsoptimal surveillancepower one testprocess surveillanceShewhart test

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Applications of statistics (62P99) Survival analysis and censored data (62N99) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

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