Detection of Failure Rate Increases

DOI10.2307/1266833MaRDI QIDQ5184350zbMATH OpenOpenAlexFDO

Authors Gary Lorden, I. Eisenberger

Publication date 1973

Full work available at URL https://doi.org/10.2307/1266833

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Reliability and life testing (62N05) Monte Carlo methods (65C05) Reliability, availability, maintenance, inspection in operations research (90B25)

Cited in

(14)

• Wald's approximations to the average run length in cusum procedures
• Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
• Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
• Exact average run lengths of cusum schemes for erlang distributions
• Imperfect surveillance schemes for detecting a change in the distribution of a stationary process. the markovian case
• The design and analysis of 2-CUSUM procedure
• Selecting the rational subgroup is crucial in developing a robust monitoring plan for dispersion of normally distributed data
• The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
• Sequential common change detection, isolation, and estimation in multiple Poisson processes
• Detection of changes in a random financial sequence with a stable distribution
• Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes
• Sequential common rate decrease detection, isolation, and estimation in multiple Poisson processes
• Sequential change-point detection: computation versus statistical performance
• Sequential common change detection, isolation, and estimation in multiple compound Poisson processes

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