Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
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Publication:1364751
DOI10.1214/AOS/1069362749zbMATH Open0885.62092OpenAlexW1987269573MaRDI QIDQ1364751FDOQ1364751
Publication date: 28 August 1997
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1069362749
Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)
Cited In (15)
- A note on the run length of false alarm of a change-point detection policy
- On the average run length to false alarm in surveillance problems which possess an invariance structure
- Authors' response
- Sequential change-point detection when unknown parameters are present in the pre-change distribution
- A robust surveillance scheme for stochastically ordered alternatives
- Properties and Use of the Shewhart Method and Its Followers
- Evaluations of likelihood ratio methods for surveillance.
- Sequential change-point detection for skew normal distribution
- Is Average Run Length to False Alarm Always an Informative Criterion?
- Nonparametric Shiryaev-Roberts change-point detection procedures based on modified empirical likelihood
- Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple
- Statistical Surveillance. Optimality and Methods
- Nonparametric adaptive change point estimation and on line detection
- Surveillance of the interaction parameter of the ising model
- Nonparametric change-point detection for two populations
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