On the average run length to false alarm in surveillance problems which possess an invariance structure

DOI10.1214/aos/1024691095zbMath0932.62090OpenAlexW2033565725MaRDI QIDQ1807112

Benjamin Yakir

Publication date: 9 November 1999

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1024691095

zbMATH Keywords

quality controlcontrol chartschange-point detectioninvariant statistics

Mathematics Subject Classification ID

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

Related Items (10)

A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent ⋮ False discovery rate approach to dynamic change detection ⋮ An optimal approach for hypothesis testing in the presence of incomplete data ⋮ Set estimation and nonparametric detection ⋮ Sequential Change-Point Detection Procedures That are Nearly Optimal and Computationally Simple ⋮ An Optimal Retrospective Change Point Detection Policy ⋮ Guaranteed maximum likelihood splitting tests of a linear regression model ⋮ Sequential change-point detection when unknown parameters are present in the pre-change distribution ⋮ Change point problems in the model of logistic regression ⋮ An extension of a change-point problem

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential detection of a change in a normal mean when the initial value is unknown
• Average run lengths of an optimal method of detecting a change in distribution
• An efficient sequential nonparametric scheme for detecting a change of distribution
• Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
• Using the generalized likelihood ratio statistic for sequential detection of a change-point
• A note on the run length of false alarm of a change-point detection policy
• A robust surveillance scheme for stochastically ordered alternatives

This page was built for publication: On the average run length to false alarm in surveillance problems which possess an invariance structure