Some power aspects of methods for detecting different shifts in the mean

Communications in Statistics - Theory and Methods

Volumn 29, Issue 2, 1999, Pages 633-646

  Jarpe E ^a   Wessman, P ^a  

^a UNIVERSITY OF GOTHENBURG   (Sweden)

Author keywords

Change point; Expected delay; False alarm; Predictive value; Surveillance

Indexed keywords

EID: 30444445126     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (10)

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10. Srivastava, M.S. and Wu, Y. (1993), Comparison of some EWMA, CUSUM and Shiryaev-Roberts Procedures for Detecting a Shift in the Mean, Annals of Statistics, vol. 21, pp 645-670.