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/1069362749zbMath0885.62092OpenAlexW1987269573MaRDI QIDQ1364751
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)
Related Items (10)
Sequential change-point detection for skew normal distribution ⋮ Properties and Use of the Shewhart Method and Its Followers ⋮ Statistical Surveillance. Optimality and Methods ⋮ Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple ⋮ Sequential change-point detection when unknown parameters are present in the pre-change distribution ⋮ Authors' response ⋮ On the average run length to false alarm in surveillance problems which possess an invariance structure ⋮ Evaluations of likelihood ratio methods for surveillance. ⋮ Nonparametric change-point detection for two populations ⋮ Nonparametric adaptive change point estimation and on line detection
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