A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent
From MaRDI portal
Publication:2656608
DOI10.1214/20-AOS1968zbMath1461.62137MaRDI QIDQ2656608
Publication date: 11 March 2021
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.aos/1611889239
Applications of statistics in engineering and industry; control charts (62P30) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10)
Cites Work
- Efficient scalable schemes for monitoring a large number of data streams
- Sequential detection of a change in a normal mean when the initial value is unknown
- Sequential analysis. Tests and confidence intervals
- Average run lengths of an optimal method of detecting a change in distribution
- On the average run length to false alarm in surveillance problems which possess an invariance structure
- A note on the run length of false alarm of a change-point detection policy
- Statistical Control of Multiple-Stream Processes: A Literature Review
- On the asymptotic distribution of the sum of a random number of independent random variables
- Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
- A SIMPLE PROOF OF THE STRONG LAW OF LARGE NUMBERS WITH RATES
- On Moment Generating Functions and Renewal Theory
This page was built for publication: A rule of thumb: run lengths to false alarm of many types of control charts run in parallel on dependent streams are asymptotically independent