Performance comparison of some likelihood ratio-based statistical surveillance methods
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Publication:3532714
DOI10.1080/02664760802005878zbMath1154.62421OpenAlexW1965362226MaRDI 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
likelihood ratiostatistical process controlCUSUM chartShewhart chartstatistical surveillanceShiryayev-Roberts chart
Related Items (6)
Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data ⋮ An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure ⋮ An Evaluation of the Double Exponentially Weighted Moving Average Control Chart ⋮ An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts ⋮ The performance of multivariate CUSUM control charts with estimated parameters ⋮ On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution
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- Optimal Surveillance Based on Exponentially Weighted Moving Averages
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- A diffusion process and its applications to detecting a change in the drift of Brownian motion
- Some power aspects of methods for detecting different shifts in the mean
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