Some power aspects of methods for detecting different shifts in the mean

dc.contributor.author	Järpe, Erik
dc.contributor.author	Wessman, Peter
dc.date.accessioned	2011-02-15T15:22:02Z
dc.date.available	2011-02-15T15:22:02Z
dc.date.issued	1999-07-01
dc.description.abstract	We study, by means of simulations, the performance of the Shewhart method, the Cusum method, the Shiryaev-Roberts method and the likelihood ratio method in the case when the true shift differs from the shift for which the methods are optimal. The methods are compared for a fixed expected time until false alarm. The comparisons are made with respect to some measures associated with power such as probability of alarm when the change occurs immediately, expected delay of true alarm and predictive value of an alarm.	sv
dc.format.extent	13	sv
dc.identifier.issn	0349-8034
dc.identifier.uri	http://hdl.handle.net/2077/24457
dc.language.iso	eng	sv
dc.publisher	University of Gothenburg	sv
dc.relation.ispartofseries	Research Report	sv
dc.relation.ispartofseries	1999:7	sv
dc.title	Some power aspects of methods for detecting different shifts in the mean	sv
dc.type	Text	sv
dc.type.svep	report	sv

Files

Now showing 1 - 1 of 1

Now showing 1 - 1 of 1