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Some Power Aspects of Methods for Detecting Different Shifts in the Mean
Department of Statistics, Gothenburg University, Gothenburg, Sweden.
Department of Statistics, Gothenburg University, Gothenburg, Sweden.
2000 (English)In: Communications in statistics. Simulation and computation, ISSN 0361-0918, E-ISSN 1532-4141, Vol. 29, no 2, 633-646 p.Article in journal (Refereed) Published
Abstract [en]

We study, by means of simulations, the performance of the Shewhart method, the Cusum method, the Shiryaev-Roberts method and the likelihood ratio method in the case when the true shift differs from the shift for which the methods are optimal. The methods are compared for a fixed expected time until false alarm. The comparisons are made with respect to some measures associated with power such as probability of alarm when the change occurs immediately, expected delay of true alarm and predictive value of an alarm. Copyright © 2000 by Marcel Dekker, Inc.

Place, publisher, year, edition, pages
New York: Marcel Dekker, 2000. Vol. 29, no 2, 633-646 p.
Keyword [en]
Surveillance, change point, false alarm, expected delay, predictive value
National Category
Probability Theory and Statistics
Identifiers
URN: urn:nbn:se:hh:diva-22942DOI: 10.1080/03610910008813632ISI: 000087145800016Scopus ID: 2-s2.0-30444445126OAI: oai:DiVA.org:hh-22942DiVA: diva2:630335
Available from: 2013-06-18 Created: 2013-06-18 Last updated: 2015-03-03Bibliographically approved

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