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

DOI10.1080/07474940802446137zbMath1247.60062OpenAlexW2004403095MaRDI QIDQ5900494

Shelemyahu Zacks

Publication date: 4 December 2008

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

Full work available at URL: https://doi.org/10.1080/07474940802446137

zbMATH Keywords

CUSUMstatistical process controlaverage run lengthprobability of false alarmconditional expected delay

Mathematics Subject Classification ID

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

Related Items (5)

A Process Monitoring Scheme Controlling False Discovery Rate ⋮ A New Control Scheme Always Better Than X-Bar Chart ⋮ An exponentially weighted moving average chart controlling false discovery rate ⋮ Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén ⋮ A Bayesian Approach to Sequential Surveillance in Exponential Families

Cites Work

• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
• The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables

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