Is Average Run Length to False Alarm Always an Informative Criterion?
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Publication:3543501
DOI10.1080/07474940802445790zbMath1149.62070OpenAlexW2136805852MaRDI QIDQ3543501
Publication date: 4 December 2008
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474940802445790
surveillanceCUSUMstatistical process controlaverage run lengthexpected false alarm ratequantile run length
Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
Related Items (12)
Sequential change point detection in high dimensional time series ⋮ Detecting an intermittent change of unknown duration ⋮ Unnamed Item ⋮ Practical aspects of false alarm control for change point detection: beyond average run length ⋮ Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data ⋮ Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes ⋮ From Disorder Detection to Optimal Stopping and Mathematical Finance ⋮ Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis ⋮ Exact Average Run Lengths for Monitoring Poisson Counts ⋮ Author's Response ⋮ A Bayesian Approach to Sequential Surveillance in Exponential Families ⋮ Unnamed Item
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