Some power aspects of methods for detecting different shifts in the mean
作者:
E. Järpe,
P. Wessman,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 2000)
卷期:
Volume 29,
issue 2
页码: 633-646
ISSN:0361-0918
年代: 2000
DOI:10.1080/03610910008813632
出版商: Marcel Dekker, Inc.
关键词: Surveillance;change point;false alarm;expected delay;predictive value
数据来源: Taylor
摘要:
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.
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