Multiple Optimality Properties of the Shewhart Test
نویسندگان
چکیده
منابع مشابه
Multiple Optimality Properties of the Shewhart Test
For the problem of sequential detection of changes, we adopt the probability maximizing approach in place of the classical minimization of the average detection delay and propose modified versions of the Shiryaev, Lorden, and Pollak performance measures. For these alternative formulations, we demonstrate that the optimum sequential detection scheme is the simple Shewhart rule. Interestingly, we...
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On Optimality of Stepdown and Stepup Multiple Test Procedures
Consider the multiple testing problem of testing k null hypotheses , where the unknown family of distributions is assumed to satisfy a certain monotonicity assumption. Attention is restricted to procedures that control the familywise error rate in the strong sense and which satisfy a monotonicity condition. Under these assumptions, we prove certain maximin optimality results for some well-known...
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After the Shewhart method was suggested for industrial applications, other applications such as surveillance for bioterrorism and financial transactions have come into focus. Also other methods for surveillance have followed. The relation between the Shewhart method and the followers is examined. A uniform presentation of methods, by expressions of likelihood ratios, facilitates the comparisons...
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ژورنال
عنوان ژورنال: Sequential Analysis
سال: 2014
ISSN: 0747-4946,1532-4176
DOI: 10.1080/07474946.2014.916927