Performance comparison of some likelihood ratio-based statistical surveillance methods
From MaRDI portal
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
Cites Work
- Unnamed Item
- Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean
- Sequential detection of a change in a normal mean when the initial value is unknown
- The random intrinsic fast initial response of two-sided CUSUM charts
- Optimal stopping times for detecting changes in distributions
- A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection
- Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
- Optimal Surveillance Based on Exponentially Weighted Moving Averages
- Evaluations of some Exponentially Weighted Moving Average methods
- 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
- Evaluations of likelihood ratio methods for surveillance.
- On Optimum Methods in Quickest Detection Problems
- An approach to the probability distribution of cusum run length
This page was built for publication: Performance comparison of some likelihood ratio-based statistical surveillance methods
