Performance comparison of some likelihood ratio-based statistical surveillance methods
From MaRDI portal
Publication:3532714
DOI10.1080/02664760802005878zbMath1154.62421MaRDI QIDQ3532714
William H. Woodall, Robert E. Davis, Mahmoud A. Mahmoud
Publication date: 28 October 2008
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664760802005878
likelihood ratio; statistical process control; CUSUM chart; Shewhart chart; statistical surveillance; Shiryayev-Roberts chart
62P30: Applications of statistics in engineering and industry; control charts
Related Items
Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data, On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution, An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure, An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts, The performance of multivariate CUSUM control charts with estimated parameters, An Evaluation of the Double Exponentially Weighted Moving Average Control Chart
Cites Work
- Unnamed Item
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Sequential detection of a change in a normal mean when the initial value is unknown
- The random intrinsic fast initial response of two-sided CUSUM charts
- Optimal stopping times for detecting changes in distributions
- A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
- Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
- Optimal Surveillance Based on Exponentially Weighted Moving Averages
- Evaluations of some Exponentially Weighted Moving Average methods
- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- Some power aspects of methods for detecting different shifts in the mean
- Evaluations of likelihood ratio methods for surveillance.
- On Optimum Methods in Quickest Detection Problems
- An approach to the probability distribution of cusum run length