Performance comparison of some likelihood ratio-based statistical surveillance methods

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

zbMATH Keywords

likelihood ratio; statistical process control; CUSUM chart; Shewhart chart; statistical surveillance; Shiryayev-Roberts chart

Mathematics Subject Classification ID

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

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