Stability of Approximations of Average Run Length of Risk-Adjusted CUSUM Schemes Using the Markov Approach: Comparing Two Methods of Calculating Transition Probabilities

DOI10.1080/03610910701208361zbMath1121.62104OpenAlexW2043607051MaRDI QIDQ3447099

Ronald A. Webster, Anthony N. Pettitt

Publication date: 28 June 2007

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/15045/1/15045.pdf

zbMATH Keywords

Markov propertyARLrisk-adjusted CUSUMadverse outcomesmedical monitoring

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Inference from stochastic processes (62M99)

Related Items (1)

CUSUM Hypothesis Tests and Alternative Response Probabilities for Finite Poisson Trials

Cites Work

• Unnamed Item
• An approach to the probability distribution of cusum run length
• Monitoring surgical performance using risk-adjusted cumulative sum charts

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