Abstract
Suppose one is monitoring a sequence of observations for a possible increase in the probability of a rare event, and that it is not possible to immediately stop the process under observation or influence it to return to its normal state. One would then desire a scheme which takes advantage of observations occurring after a detection of a change is proclaimed. A modification of Page’s CUSUM Procedure is developed, taking account of these additional observations. A table is given enabling one to select a modified Page procedure with a specified rate of false alarms. A comparison is made between the modified Page procedure and a procedure proposed by Chen (1978).
Original language | English |
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Pages (from-to) | 389-395 |
Number of pages | 7 |
Journal | Journal of the American Statistical Association |
Volume | 78 |
Issue number | 382 |
DOIs | |
State | Published - Jun 1983 |
Keywords
- Cumulative sum
- Optimal stopping
- Page procedure
- Surveillance