Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution

DOI10.1214/AOS/1069362749MaRDI QIDQ1364751zbMATH OpenOpenAlexFDO

Authors Louis Gordon, Moshe Pollak

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

zbMATH Keywords

invariancedisruptionchange-pointprocess controlcusum

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10)

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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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