Author's Responses

Abstract

In this rejoinder I briefly summarize my thoughts on appropriate measures of performance for evaluating change-point detection schemes, particularly the false alarm criterion. Then I address some specific issues in the light of the discussion pieces from eight experts in this field.

Keywords:

• Average run length
• CUSUM
• Expected false alarm rate
• Quantile run length
• Statistical process control
• Surveillance

Subject Classifications:

• 62L10
• 62L15
• 60G40

ACKNOWLEDGMENT

I would like to thank Professor Mukhopadhyay for his encouragements and valuable comments throughout this work.

Notes

Recommended by Nitis Mukhopadhyay