Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

DOI10.1080/07474940802446020zbMath1247.60059OpenAlexW2019150285MaRDI QIDQ5900491

Sven Knoth, Wolfgang Schmid

Publication date: 4 December 2008

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

Full work available at URL: https://doi.org/10.1080/07474940802446020

zbMATH Keywords

CUSUMstatistical process controlcontrol chartaverage run length

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Sequential change-point detection when unknown parameters are present in the pre-change distribution
• Bounds for the Distribution of the Run Length of One-Sided and Two-Sided CUSUM Quality Control Schemes

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