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Evaluations of likelihood ratio methods for surveillance. Differences and robustness.
(University of Gothenburg, 1998-02-01)
In many areas there is a need for continual observation of a time series, with the goal of detecting an important change in the underlying process as soon as possible after it has occurred. In recent years there have been ...
Some power aspects of methods for detecting different shifts in the mean
(University of Gothenburg, 1999-07-01)
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 ...
Evaluations of likelihood ratio methods for surveillance
(University of Gothenburg, 1996-03-01)
Methods based on likelihood ratios are known to have several optimality properties. When control charts are used in practice, knowledge about several characteristics of the method is important for the judgement of which ...
The surveillance of several processes with different change points
(University of Gothenburg, 1999-02-01)
A statistical surveillance situation which involves the simultaneous surveillance of several processes is treated. Some recently suggested multivariate methods are discussed together with a new method based on the likelihood ...
Evaluation of univariate surveillance procedures for some multivariate problems
(University of Gothenburg, 1996-04-01)
The continual surveillance to detect changes has so far received large attention in the area of industrial quality control, where the monitoring of manufacturing processes to detect decreases in quality play an important ...
Some principles for surveillance adopted for multivariate processes with a common change point
(University of Gothenburg, 1996-02-01)
The surveillance of multivariate processes has received growing attention during the last decade. Several generalizations of well-known methods such as Shew hart , CUSUM and EWMA charts have been proposed. Many of these ...