Show simple item record

dc.contributor.authorFrisén, Marianne
dc.contributor.authorWessman, Peter
dc.date.accessioned2011-02-18T15:14:54Z
dc.date.available2011-02-18T15:14:54Z
dc.date.issued1996-03-01
dc.identifier.issn0349-8034
dc.identifier.urihttp://hdl.handle.net/2077/24565
dc.description.abstractMethods based on likelihood ratios are known to have several optimality properties. When control charts are used in practice, knowledge about several characteristics of the method is important for the judgement of which action is appropriate at an alarm. The probability of a false alarm, the delay of an alarm and the predictive value of an alarm are qualities (besides the usual ARL) which are described by a simulation study for the evaluations. Since the methods also have interesting optimality properties, the results also enlighten different criteria of optimality. Evaluations are made of the "The Likelihood Ratio Method" which utilizes an assumption on the intensity and has the Shiryaevoptimality. Also, the Roberts and the CUSUM method are evaluated. These two methods combine the likelihood ratios in other ways. A comparison is also made with the Shewhart method, which is a commonly used method.sv
dc.format.extent21sv
dc.language.isoengsv
dc.publisherUniversity of Gothenburgsv
dc.relation.ispartofseriesResearch Reportsv
dc.relation.ispartofseries1996:3sv
dc.subjectQuality controlsv
dc.subjectWarning systemsv
dc.subjectControl chartsv
dc.subjectPredictive valuesv
dc.subjectPerformancesv
dc.subjectShiryaevsv
dc.subjectRobertssv
dc.subjectShewhartsv
dc.subjectCUSUMsv
dc.titleEvaluations of likelihood ratio methods for surveillancesv
dc.typeTextsv
dc.type.svepreportsv


Files in this item

Thumbnail

This item appears in the following Collection(s)

Show simple item record