메뉴 건너뛰기




Volumn 23, Issue 1, 1996, Pages 125-138

Data-analytic aspects of the Shiryayev-Roberts control chart: Surveillance of a non-homogeneous Poisson process

Author keywords

[No Author keywords available]

Indexed keywords


EID: 8444222024     PISSN: 02664763     EISSN: None     Source Type: Journal    
DOI: 10.1080/02664769624413     Document Type: Article
Times cited : (37)

References (27)
  • 1
    • 0042902353 scopus 로고
    • An efficient nonparametric detection scheme and its application to surveillance of a Bernoulli process with unknown baseline
    • BELL, C., GORDON, L. & POLLAK, M. (1994) An efficient nonparametric detection scheme and its application to surveillance of a Bernoulli process with unknown baseline, Change Point Problems, IMS Lecture Notes and Monographs, 23, pp. 7-27.
    • (1994) Change Point Problems, IMS Lecture Notes and Monographs , vol.23 , pp. 7-27
    • Bell, C.1    Gordon, L.2    Pollak, M.3
  • 3
    • 4244217300 scopus 로고
    • Surveillance schemes with application to mass calibration
    • Gaithersburg, MD, Statistical Engineering Division, NIST
    • CROARKIN, M. C., HAGWOOD, C. & POLLAK, M. (1993) Surveillance schemes with application to mass calibration, NIST Technical Report 5058 (Gaithersburg, MD, Statistical Engineering Division, NIST).
    • (1993) NIST Technical Report 5058
    • Croarkin, M.C.1    Hagwood, C.2    Pollak, M.3
  • 5
    • 8444235808 scopus 로고
    • Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
    • in press
    • GORDON, L. & POLLAK, M. (1990) Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution, Annals of Statistics, in press.
    • (1990) Annals of Statistics
    • Gordon, L.1    Pollak, M.2
  • 6
    • 21844483359 scopus 로고
    • An efficient sequential nonparametric scheme for detecting a change of distribution
    • GORDON, L. & POLLAK, M. (1994) An efficient sequential nonparametric scheme for detecting a change of distribution, Annals of Statistics, 22, pp. 763-804.
    • (1994) Annals of Statistics , vol.22 , pp. 763-804
    • Gordon, L.1    Pollak, M.2
  • 7
    • 21844493957 scopus 로고
    • A robust surveillance scheme for stochastically ordered alternatives
    • GORDON, L. & POLLAK, M. (1995) A robust surveillance scheme for stochastically ordered alternatives, Annals of Statistics, 23, pp. 1350-1375.
    • (1995) Annals of Statistics , vol.23 , pp. 1350-1375
    • Gordon, L.1    Pollak, M.2
  • 8
    • 0002979446 scopus 로고
    • Software reliability research
    • W. FREIBERGER (Ed.), New York, Academic Press
    • JELINSKI, Z. & MORANDA, P. B. (1972) Software reliability research. In: W. FREIBERGER (Ed.), Statistical Computer Performance Evaluation, pp. 465-484 (New York, Academic Press).
    • (1972) Statistical Computer Performance Evaluation , pp. 465-484
    • Jelinski, Z.1    Moranda, P.B.2
  • 9
    • 8444229133 scopus 로고
    • An analysis of UNIX™ system crashes due to power failures
    • Bell Laboratories
    • KENETT, R. S. (1981) An analysis of UNIX™ system crashes due to power failures, Memorandum for File, Bell Laboratories.
    • (1981) Memorandum for File
    • Kenett, R.S.1
  • 10
    • 0010887877 scopus 로고
    • A semi-parametric approach to testing for reliability growth with an application to software systems
    • KENETT, R. & POLLAK, M. (1986) A semi-parametric approach to testing for reliability growth with an application to software systems, IEEE Transactions on Reliability, R-35, pp. 304-311.
    • (1986) IEEE Transactions on Reliability , vol.R-35 , pp. 304-311
    • Kenett, R.1    Pollak, M.2
  • 12
    • 0001524507 scopus 로고
    • Procedures for reacting to a change in distribution
    • LORDEN, G. (1971) Procedures for reacting to a change in distribution, Annals of Mathematical Statistics, 42, pp. 1897-1908.
    • (1971) Annals of Mathematical Statistics , vol.42 , pp. 1897-1908
    • Lorden, G.1
  • 13
    • 0039016341 scopus 로고
    • Detection of failure rate increases
    • LORDEN, G. & EISENBERGER, I. (1973) Detection of failure rate increases, Technometrics, 15, pp. 167-175.
    • (1973) Technometrics , vol.15 , pp. 167-175
    • Lorden, G.1    Eisenberger, I.2
  • 14
    • 0039242315 scopus 로고
    • A small sample size comparison of the Cusum and the Shiryayev-Roberts approaches to change point detection
    • MEVORACH, Y. & POLLAK, M. (1991) A small sample size comparison of the Cusum and the Shiryayev-Roberts approaches to change point detection, American Journal of Mathematical and Management Sciences, 11, pp. 277-298.
    • (1991) American Journal of Mathematical and Management Sciences , vol.11 , pp. 277-298
    • Mevorach, Y.1    Pollak, M.2
  • 15
    • 0000317248 scopus 로고
    • Optimal stopping times for detecting changes in distribution
    • MOUSTAKIDES, G. V. (1986) Optimal stopping times for detecting changes in distribution, Annals of Statistics, 14, pp. 1379-1387.
    • (1986) Annals of Statistics , vol.14 , pp. 1379-1387
    • Moustakides, G.V.1
  • 16
    • 0002916530 scopus 로고
    • Continuous inspection schemes
    • PAGE, E. S. (1954) Continuous inspection schemes, Biometrika, 41, pp. 100-115.
    • (1954) Biometrika , vol.41 , pp. 100-115
    • Page, E.S.1
  • 17
    • 0000783098 scopus 로고
    • Optimal detection of a change in distribution
    • POLLAK, M. (1985) Optimal detection of a change in distribution, Annals of Statistics, 13, pp. 206-227.
    • (1985) Annals of Statistics , vol.13 , pp. 206-227
    • Pollak, M.1
  • 18
    • 0010458140 scopus 로고
    • Average run lengths of an optimal method of detecting a change in distribution
    • POLLAK, M. (1987) Average run lengths of an optimal method of detecting a change in distribution, Annals of Statistics, 15, pp. 749-779.
    • (1987) Annals of Statistics , vol.15 , pp. 749-779
    • Pollak, M.1
  • 19
    • 0012061816 scopus 로고
    • Sequential detection of a change in a normal mean when the initial value is unknown
    • POLLAK, M. & SIEGMUND, D. (1991) Sequential detection of a change in a normal mean when the initial value is unknown, Annals of Statistics, 19, pp. 394-416.
    • (1991) Annals of Statistics , vol.19 , pp. 394-416
    • Pollak, M.1    Siegmund, D.2
  • 20
    • 0001677581 scopus 로고
    • A diffusion process and its application to detecting a change in the drift of Brownian motion
    • POLLAK, M. & SIEGMUND, D. (1985) A diffusion process and its application to detecting a change in the drift of Brownian motion, Biometrika, 72, pp. 267-280.
    • (1985) Biometrika , vol.72 , pp. 267-280
    • Pollak, M.1    Siegmund, D.2
  • 21
    • 0001031433 scopus 로고
    • Decision theoretic optimality of the Cusum procedure
    • RITOV, Y. (1990) Decision theoretic optimality of the Cusum procedure, Annals of Statistics, 18, pp. 1464-1469.
    • (1990) Annals of Statistics , vol.18 , pp. 1464-1469
    • Ritov, Y.1
  • 22
    • 84924169426 scopus 로고
    • A comparison of some control chart procedures
    • ROBERTS, S. W. (1966) A comparison of some control chart procedures, Technometrics, 8, pp. 411-430.
    • (1966) Technometrics , vol.8 , pp. 411-430
    • Roberts, S.W.1
  • 24
    • 0039800509 scopus 로고
    • On the detection of disorder in a manufacturing process
    • SHIRYAYEV, A. N. (1963b) On the detection of disorder in a manufacturing process, Theory of Probability and its Applications, 8, pp. 247-265.
    • (1963) Theory of Probability and Its Applications , vol.8 , pp. 247-265
    • Shiryayev, A.N.1
  • 25
    • 21844489952 scopus 로고
    • Using the generalized likelihood ratio statistics for sequential detection of a change-point
    • SIEGMUND, D. & VENKATRAMAN, E. S. (1995) Using the generalized likelihood ratio statistics for sequential detection of a change-point, Annals of Statistics, 23, pp. 255-271.
    • (1995) Annals of Statistics , vol.23 , pp. 255-271
    • Siegmund, D.1    Venkatraman, E.S.2
  • 26
    • 8444251564 scopus 로고
    • Optimal detection of a change in distribution when the observations are independent
    • Department of Statistics, Hebrew University of Jerusalem
    • YAKIR, B. (1994) Optimal detection of a change in distribution when the observations are independent, Technical Report, Department of Statistics, Hebrew University of Jerusalem.
    • (1994) Technical Report
    • Yakir, B.1
  • 27
    • 0000601357 scopus 로고
    • Detection and change point problems
    • B. K. GHOSH & P. K. SEN (Eds), Chapter 3 (New York, Marcel Dekker)
    • ZACKS, S. (1991) Detection and change point problems. In: B. K. GHOSH & P. K. SEN (Eds), Handbook of Sequential Analysis, Chapter 3 (New York, Marcel Dekker).
    • (1991) Handbook of Sequential Analysis
    • Zacks, S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.