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Sequential Analysis
Design Methods and Applications
Volume 27, 2008 - Issue 4
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Original Articles

Is Average Run Length to False Alarm Always an Informative Criterion?

Pages 354-376 | Received 25 Apr 2007, Accepted 23 Jun 2008, Published online: 31 Oct 2008

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (13)

Grigory Sokolov, Valentin S. Spivak & Alexander G. Tartakovsky. (2023) Detecting an intermittent change of unknown duration. Sequential Analysis 42:3, pages 269-302.
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Anan Tang, Philippe Castagliola, Jinsheng Sun & Xuelong Hu. (2019) Optimal design of the adaptive EWMA chart for the mean based on median run length and expected median run length. Quality Technology & Quantitative Management 16:4, pages 439-458.
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M. A. A. Cox. (2015) Exact Average Run Lengths for Monitoring Poisson Counts. Communications in Statistics - Theory and Methods 44:22, pages 4757-4771.
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Marianne Frisén. (2014) Spatial outbreak detection based on inference principles for multivariate surveillance. IIE Transactions 46:8, pages 759-769.
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William H. Woodall & Douglas C. Montgomery. (2014) Some Current Directions in the Theory and Application of Statistical Process Monitoring. Journal of Quality Technology 46:1, pages 78-94.
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Qin Zhou, Changliang Zou, Zhaojun Wang & Wei Jiang. (2012) Likelihood-Based EWMA Charts for Monitoring Poisson Count Data With Time-Varying Sample Sizes. Journal of the American Statistical Association 107:499, pages 1049-1062.
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Tze Leung Lai & Haipeng Xing. (2010) Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown. Sequential Analysis 29:2, pages 162-175.
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Robert Liptser & AlexanderG. Tartakovsky. (2010) From Disorder Detection to Optimal Stopping and Mathematical Finance. Sequential Analysis 29:2, pages 112-124.
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Tze Leung Lai, Tongwei Liu & Haipeng Xing. (2009) A Bayesian Approach to Sequential Surveillance in Exponential Families. Communications in Statistics - Theory and Methods 38:16-17, pages 2958-2968.
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Marianne Frisén. (2009) Author's Response. Sequential Analysis 28:3, pages 386-393.
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Articles from other publishers (21)

Yuchen Liang, Alexander G. Tartakovsky & Venugopal V. Veeravalli. (2023) Quickest Change Detection With Non-Stationary Post-Change Observations. IEEE Transactions on Information Theory 69:5, pages 3400-3414.
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Panpan Zhou, Wei Wang, Dennis K. J. Lin & Yang Liu. (2023) A novel criterion based on continuous ranked probability score for performance evaluation of control charts. Quality and Reliability Engineering International.
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Muhammad Riaz, Shabbir Ahmad, Tahir Mahmood & Nasir Abbas. (2022) On Reassessment of the HWMA Chart for Process Monitoring. Processes 10:6, pages 1129.
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Josua Gösmann, Christina Stoehr, Johannes Heiny & Holger Dette. (2022) Sequential change point detection in high dimensional time series. Electronic Journal of Statistics 16:1.
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Sven Knoth. (2021) Controlling the exponentially weighted moving average S 2 control chart false alarm behavior when the in‐control variance level must be estimated . Applied Stochastic Models in Business and Industry 37:4, pages 725-743.
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Jiangfan Zhang & Xiaodong Wang. (2021) Low-Complexity Quickest Change Detection in Linear Systems With Unknown Time-Varying Pre- and Post-Change Distributions. IEEE Transactions on Information Theory 67:3, pages 1804-1824.
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Michele Scagliarini, Nunzia Boccaforno & Marco Vandi. (2020) Comparison of control charts for Poisson count data in health‐care monitoring. Applied Stochastic Models in Business and Industry 37:1, pages 139-154.
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Sajid Ali, Ismail Shah, Lichen Wang & Zhen Yue. (2020) A Comparison of Shewhart-Type Time-Between-Events Control Charts Based on the Renewal Process. IEEE Access 8, pages 113683-113701.
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Serguei Pergamenchtchikov & Alexander G. Tartakovsky. (2019) Asymptotically optimal pointwise and minimax change-point detection for general stochastic models with a composite post-change hypothesis. Journal of Multivariate Analysis 174, pages 104541.
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J. Kuhn, M. Mandjes & T. Taimre. (2018) Practical Aspects of False Alarm Control for Change Point Detection: Beyond Average Run Length. Methodology and Computing in Applied Probability 21:1, pages 25-42.
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W. L. Teoh, J. Y. Lim, Michael B. C. Khoo, Z. L. Chong & W. C. Yeong. (2019) Optimal Designs of EWMA Charts for Monitoring the Coefficient of Variation Based on Median Run Length and Expected Median Run Length. Journal of Testing and Evaluation 47:1, pages 20170118.
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Xi Ma, Laibin Zhang, Jinqiu Hu & Ahmet Palazoglu. (2018) A model‐free approach to reduce the effect of autocorrelation on statistical process control charts. Journal of Chemometrics 32:12.
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Serguei Pergamenchtchikov & Alexander G. Tartakovsky. (2016) Asymptotically optimal pointwise and minimax quickest change-point detection for dependent data. Statistical Inference for Stochastic Processes 21:1, pages 217-259.
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Damaris Serigatto Vicentin, Brena Bezerra Silva, Isabela Piccirillo, Fernanda Campos Bueno & Pedro Carlos Oprime. (2018) Monitoring process control chart with finite mixture probability distribution. International Journal of Quality & Reliability Management 35:2, pages 335-353.
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Sajid Ali. (2017) Time-between-events control charts for an exponentiated class of distributions of the renewal process. Quality and Reliability Engineering International 33:8, pages 2625-2651.
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Vijay Singamasetty, Navneeth Nair, Srikrishna Bhashyam & Arun Pachai Kannu. (2017) Change detection with unknown post-change parameter using Kiefer-Wolfowitz method. Change detection with unknown post-change parameter using Kiefer-Wolfowitz method.
W. L. Teoh, J. K. Chong, M. B. C. Khoo, P. Castagliola & W. C. Yeong. (2017) Optimal Designs of the Variable Sample Size X¯Chart Based on Median Run Length and Expected Median Run Length. Quality and Reliability Engineering International 33:1, pages 121-134.
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Chi Zhang, Fugee Tsung & Dongdong Xiang. (2016) Monitoring censored lifetime data with a weighted-likelihood scheme. Naval Research Logistics (NRL) 63:8, pages 631-646.
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Gejza Dohnal. (2011) Delay in Statistical Control of Systems with Wear. Quality and Reliability Engineering International 28:7, pages 743-750.
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Ron S. Kenett & Moshe Pollak. (2012) On Assessing the Performance of Sequential Procedures for Detecting a Change. Quality and Reliability Engineering International 28:5, pages 500-507.
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Edit Gombay, Abdulkadir A. Hussein & Stefan H. Steiner. (2011) Monitoring binary outcomes using risk-adjusted charts: a comparative study. Statistics in Medicine 30:23, pages 2815-2826.
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