Performance comparison of some likelihood ratio-based statistical surveillance methods

DOI10.1080/02664760802005878zbMath1154.62421OpenAlexW1965362226MaRDI QIDQ3532714

William H. Woodall, Robert E. Davis, Mahmoud A. Mahmoud

Publication date: 28 October 2008

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760802005878

zbMATH Keywords

likelihood ratiostatistical process controlCUSUM chartShewhart chartstatistical surveillanceShiryayev-Roberts chart

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30)

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Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data, An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure, An Evaluation of the Double Exponentially Weighted Moving Average Control Chart, An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts, The performance of multivariate CUSUM control charts with estimated parameters, On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution

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