CHARACTERIZATION OF METHODS FOR SURVEILLANCE BY OPTIMALITY

Abstract

Different criteria of optimality are discussed. The shortcomings of some earlier criteria of optimality are demonstrated by their implications. The correspondences between some criteria of optimality and some methods are examined. The situations under which some commonly used methods have a certain optimality are thus illuminated. Linear approximations of the LR (likelihood ratio) method, which satisfies several criteria of optimality, are presented. These linear approximations are used for comparisons with other linear methods, especially the EWMA (exponentially weighted moving average) method. These comparisons specify the situations for which the linear methods can be regarded as approximations of the LR method.