Performance comparison of some likelihood ratio-based statistical surveillance methods

DOI10.1080/02664760802005878MaRDI QIDQ3532714zbMATH OpenOpenAlexFDO

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

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

statistical process controllikelihood ratioCUSUM chartShewhart chartShiryayev-Roberts chartstatistical surveillance

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 1145164 (Why is no real title available?)
• A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• An approach to the probability distribution of cusum run length
• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• Evaluations of likelihood ratio methods for surveillance.
• Evaluations of some Exponentially Weighted Moving Average methods
• Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
• On Optimum Methods in Quickest Detection Problems
• Optimal Surveillance Based on Exponentially Weighted Moving Averages
• Optimal stopping times for detecting changes in distributions
• Sequential detection of a change in a normal mean when the initial value is unknown
• Some power aspects of methods for detecting different shifts in the mean
• The random intrinsic fast initial response of two-sided CUSUM charts

Cited in

(11)

• Investigating zero-state and steady-state performance of MEWMA-CoDa control chart using variable sampling interval
• An accurate method for determining the pre-change run length distribution of the generalized Shiryaev-Roberts detection procedure
• An adaptive Shiryaev-Roberts procedure for signalling varying location shifts
• Comparative performance analysis of the cumulative sum chart and the Shiryaev-Roberts procedure for detecting changes in autocorrelated data
• Flexible risk-adjusted surveillance procedures for autocorrelated binary series
• Evaluations of likelihood ratio methods for surveillance.
• The performance of multivariate CUSUM control charts with estimated parameters
• Some power aspects of methods for detecting different shifts in the mean
• An evaluation of the double exponentially weighted moving average control chart
• On robustness of the Shiryaev-Roberts change-point detection procedure under parameter misspecification in the post-change distribution
• Statistical Surveillance. Optimality and Methods

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