Dynamic sampling plans in on‐line control charts

DOI10.2307/3315704MaRDI QIDQ4280409zbMATH OpenOpenAlexFDO

Authors Yanhong Wu, Muni S. Srivastava

Publication date 19 May 1994

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3315704

zbMATH Keywords

change-point problemdesign methodsdiscrete-time caseaverage delay timecontinuous-time casecomparison of proceduresdynamic sampling plansperiodic sequential testing proceduretwo-rate sampling CUSUM proceduretwo-rate sampling Shiryayev-Roberts procedure

Mathematics Subject Classification ID

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

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Cites work

• A Sampling Inspection Plan for Continuous Production
• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• A dynamic sampling approach for detecting a change in distribution
• Average run lengths of an optimal method of detecting a change in distribution
• CUSUM Charts with Variable Sampling Intervals
• Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
• Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion
• Dynamic sampling procedures for detecting a change in the drift of Brownian motion: A non-Bayesian model
• Sequential analysis. Tests and confidence intervals

Cited in

(1)

• A less sensitive linear detector for the change point based on kernel smoothing method

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