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Sequential Analysis
Design Methods and Applications
Volume 33, 2014 - Issue 1
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Original Articles

An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure

Aleksey S. Polunchenko Department of Mathematical Sciences, State University of New York at Binghamton, Binghamton, New York, USACorrespondence[email protected]
,
Grigory Sokolov Department of Mathematics, University of Southern California, Los Angeles, California, USA
&
Wenyu Du Department of Mathematical Sciences, State University of New York at Binghamton, Binghamton, New York, USA
Pages 112-134 | Received 10 Jul 2012, Accepted 16 Oct 2013, Published online: 30 Jan 2014

Citations (12)

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Read on this site (4)

Sven Knoth. (2021) Steady-state average run length(s): Methodology, formulas, and numerics. Sequential Analysis 40:3, pages 405-426.
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Wenyu Du, Aleksey S. Polunchenko & Grigory Sokolov. (2017) On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution. Communications in Statistics - Simulation and Computation 46:3, pages 2185-2206.
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Jiujun Zhang, Zhonghua Li, Qin Zhou & Zhaojun Wang. (2016) An Adaptive Shiryaev–Roberts Procedure for Signalling Varying Location Shifts. Communications in Statistics - Simulation and Computation 45:7, pages 2511-2527.
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Aleksey S. Polunchenko. (2016) Exact distribution of the Generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup. Sequential Analysis 35:1, pages 108-143.
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Articles from other publishers (8)

Cornelis J. Potgieter, F. Lombard & Douglas M. Hawkins. 2022. Directional Statistics for Innovative Applications. Directional Statistics for Innovative Applications 425 447 .
Ke-Wen Huang, Hui-Ming Wang, Don Towsley & H. Vincent Poor. (2020) LPD Communication: A Sequential Change-Point Detection Perspective. IEEE Transactions on Communications 68:4, pages 2474-2490.
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Aleksey S. Polunchenko & Vasanthan Raghavan. (2018) Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data. Applied Stochastic Models in Business and Industry 34:6, pages 922-948.
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Aleksey S. Polunchenko. 2018. Frontiers in Statistical Quality Control 12. Frontiers in Statistical Quality Control 12 65 86 .
Aleksey S. Polunchenko. (2016) A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test. Applied Stochastic Models in Business and Industry 32:5, pages 565-573.
Crossref
George V. Moustakides. (2015) Optimum Shewhart tests for Markovian data. Optimum Shewhart tests for Markovian data.
Wenyu Du, Grigory Sokolov & Aleksey S. Polunchenko. 2015. Stochastic Models, Statistics and Their Applications. Stochastic Models, Statistics and Their Applications 57 65 .
Aleksey S. Polunchenko, Grigory Sokolov & Wenyu Du. (2014) Efficient performance evaluation of the generalized Shiryaev-Roberts detection procedure in a multi-cyclic setup. Applied Stochastic Models in Business and Industry 30:6, pages 723-739.
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