Advanced search
Publication Cover
Journal of Applied Statistics Volume 23, 1996 - Issue 1
Submit an article Journal homepage
115
Views
36
CrossRef citations to date
0
Altmetric
Original Articles

Data-analytic aspects of the Shiryayev-Roberts control chart: Surveillance of a non-homogeneous Poisson process

Ron S. Kenett
&
Moshe Pollak
Pages 125-138 | Published online: 02 Aug 2010

  • BELL , C. , GORDON , L. and POLLAK , M. 1994 . An efficient nonparametric detection scheme and its application to surveillance of a Bernoulli process with unknown baseline, Change Point Problems . IMS Lecture Notes and Monographs , 23 : 7 – 27 .
  • COX , D. R. and LEW IS , P. A. W. 1966 . The Statistical Analysis of Series of Events , London : Chapman and Hall .
  • CROARKIN , M. C. , HAGWOO D , C. and POLLAK , M. 1993 . Surveillance schemes with application to mass calibration , NIST Technical Report 5058 Gaithersburg, MD : Statistical Engineering Division, NIST .
  • VAN DOBBEN DE BRUYN , C. S. 1968 . Cumulative Sum Tests , London : Griffin .
  • GORDON , L. and PO LLAK , M. 1990 . Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution . Annals of Statistics , in press
  • GORDON , L. and POLLAK , M. 1994 . An efficient sequential nonparametric scheme for detecting a change of distribution . Annals of Statistics , 22 : 763 – 804 .
  • GORDON , L. and POLLAK , M. 1995 . A robust surveillance scheme for stochastically ordered alternatives . Annals of Statistics , 23 : 1350 – 1375 .
  • JELINSKI , Z. and M ORANDA , P. B. 1972 . “ Software reliability research ” . In Statistical Computer Performance Evaluation , Edited by: FREIBERGER , W. 465 – 484 . New York : Academic Press .
  • KENETT , R. S. 1981 . An analysis of UNIXsystem crashes due to power failures , Bell Laboratories . Memorandum for File,
  • KENETT , R. and POLLAK , M. 1986 . A semi-parametric approach to testing for reliability growth with an application to software systems . IEEE Transactions on Reliability , R-35 : 304 – 311 .
  • LITTLEW O OD , B. and VERRALL , J. L. 1973 . A Bayesian reliability growth model for computer software . Journal of the Royal Statistical Society, Series C , 22 : 332 – 346 .
  • LORDEN , G. 1971 . Procedures for reacting to a change in distribution . Annals of Mathematical Statistics , 42 : 1897 – 1908 .
  • LORDEN , G. and EISENBERGER , I. 1973 . Detection of failure rate increases . Technometrics , 15 : 167 – 175 .
  • MEVORAC H , Y. and PO LLAK , M. 1991 . A small sample size comparison of the Cusum and the Shiryayev-Roberts approaches to change point detection . American Journal of Mathematical and Management Sciences , 11 : 277 – 298 .
  • MOUSTAKIDE , S. G. V. 1986 . Optimal stopping times for detecting changes in distribution . Annals of Statistics , 14 : 1379 – 1387 .
  • PAGE , E. S. 1954 . Continuous inspection schemes . Biometrika , 41 : 100 – 115 .
  • POLLAK , M. 1985 . Optimal detection of a change in distribution . Annals of Statistics , 13 : 206 – 227 .
  • POLLAK , M. 1987 . Average run lengths of an optimal method of detecting a change in distribution . Annals of Statistics , 15 : 749 – 779 .
  • POLLAK , M. and SIEGMUND , D. 1991 . Sequential detection of a change in a normal mean when the initial value is unknown . Annals of Statistics , 19 : 394 – 416 .
  • POLLAK , M. and SIEGM UND , D. 1985 . A diffusion process and its application to detecting a change in the drift of Brownian motion . Biometrika , 72 : 267 – 280 .
  • RITOV , Y. 1990 . Decision theoretic optimality of the Cusum procedure . Annals of Statistics , 18 : 1464 – 1469 .
  • ROBERTS , S. W. 1966 . A comparison of some control chart procedures . Technometrics , 8 : 411 – 430 .
  • SHIRYAYEV , A. N. 1963a . On optimum methods in quickest detection problems . Theory of Probability and its Applications , 8 : 22 – 46 .
  • SHIRYAYEV , A. N. 1963b . On the detection of disorder in a manufacturing process . Theory of Probability and its Applications , 8 : 247 – 265 .
  • SIEGMUND , D. and VENKATR AMAN , E. S. 1995 . Using the generalized likelihood ratio statistics for sequential detection of a change-point . Annals of Statistics , 23 : 255 – 271 .
  • YAKIR , B. 1994 . Optimal detection of a change in distribution when the observations are independent , Technical Report Department of Statistics, Hebrew University of Jerusalem .
  • ZACKS , S. 1991 . “ Detection and change point problems ” . In Handbook of Sequential Analysis , Edited by: GHOSH , B. K. and SEN , P. K. New York : Marcel Dekker . Chapter 3

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.