Multiple Optimality Properties of the Shewhart Test

DOI10.1080/07474946.2014.916927zbMath1319.62185arXiv1401.3408OpenAlexW2964068301MaRDI QIDQ5495764

George V. Moustakides

Publication date: 7 August 2014

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

Full work available at URL: https://arxiv.org/abs/1401.3408

zbMATH Keywords

change detectionsequential detectionShewhart test

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Related Items (3)

Sequential detection of common transient signals in high dimensional data stream ⋮ Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test ⋮ Detecting an intermittent change of unknown duration

Cites Work

• Optimal detection of a change in distribution
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• Sequential change detection revisited
• On the Best 2-CUSUM Stopping Rule for Quickest Detection of Two-Sided Alternatives in a Brownian Motion Model
• Probability maximizing approach to optimal stopping and its application to a disorder problem
• The design and analysis of 2-CUSUM procedure
• Sequential Detection of Transient Changes
• Shewhart Revisited
• Third-order Asymptotic Optimality of the Generalized Shiryaev--Roberts Changepoint Detection Procedures
• Optimal and Asymptotically Optimal CUSUM Rules for Change Point Detection in the Brownian Motion Model with Multiple Alternatives
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution

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