On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
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Publication:3155696
DOI10.1081/SQA-200027051zbMATH Open1054.62089OpenAlexW2021646308MaRDI QIDQ3155696FDOQ3155696
Authors: Rasul A. Khan, M. K. Khan 
Publication date: 18 January 2005
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/sqa-200027051
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Cites Work
- Optimal stopping times for detecting changes in distributions
- Title not available (Why is that?)
- Some martingales related to cumulative sum tests and single-server queues
- Detecting changes in probabilities of a multi—component process
- Trading Securities Using Trailing Stops
- The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
- On a unified approach to the analysis of two-sided cumulative sum control schemes with headstarts
- Some first passage problems related to cusum procedures
- Wald's approximations to the average run length in cusum procedures
- A Control Chart Based on Cumulative Scores
- Regenerative Simulation for Estimating Extreme Values
- A note on Page's two-sided cumulative sum procedure
Cited In (6)
- Title not available (Why is that?)
- A decision theoretic approach to change point estimation for binomial CUSUM control charts
- SPRT and CUSUM in hidden Markov models
- A note on efficient performance evaluation of the cumulative sum chart and the sequential probability ratio test
- Distributional Properties of CUSUM Stopping Times
- Distributional Properties of CUSUM Stopping Times and Stopped Processes
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