Optimality of Non-Restarting CUSUM Charts

DOI10.1080/07474946.2013.843324zbMath1319.62172arXiv1205.1937OpenAlexW2023913627WikidataQ57834957 ScholiaQ57834957MaRDI QIDQ2941682

F. Din-Houn Lau, Axel Gandy

Publication date: 24 August 2015

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.1937

zbMATH Keywords

optimalityCUSUMupper boundarycumulative sum chartnon-restarting

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Related Items (1)

False discovery rate approach to dynamic change detection

Cites Work

• Decision theoretic optimality of the cusum procedure
• Optimal stopping times for detecting changes in distributions
• Quickest detection with exponential penalty for delay
• Optimality of the CUSUM procedure in continuous time.
• Quickest detection of abrupt changes for a class of random processes
• Non-restarting cumulative sum charts and control of the false discovery rate
• Procedures for Reacting to a Change in Distribution
• An approach to the probability distribution of cusum run length
• CONTINUOUS INSPECTION SCHEMES

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