Performance comparison of some likelihood ratio-based statistical surveillance methods

被引：15

作者：

Mahmoud, Mahmoud A. ^{[1
]}

Woodall, William H. ^{[2
]}

Davis, Robert E. ^{[3
]}

机构：

[1] Cairo Univ, Fac Econ & Polit Sci, Dept Stat, Cairo, Egypt

[2] Virginia Tech, Dept Stat, Blacksburg, VA USA

[3] TransUnion CRIF, Tampa, FL USA

来源：

JOURNAL OF APPLIED STATISTICS | 2008年 / 35卷 / 07期

关键词：

CUSUM chart; likelihood ratio; Shiryayev-Roberts chart; Shewhart chart; statistical process control; statistical surveillance;

D O I：

10.1080/02664760802005878

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Using Markov chain representations, we evaluate and compare the performance of cumulative sum (CUSUM) and Shiryayev-Roberts methods in terms of the zero- and steady-state average run length and worst-case signal resistance measures. We also calculate the signal resistance values from the worst- to the best-case scenarios for both the methods. Our results support the recommendation that Shewhart limits be used with CUSUM and Shiryayev-Roberts methods, especially for low values of the size of the shift in the process mean for which the methods are designed to detect optimally.

引用

页码：783 / 798

页数：16

共 50 条

[41] INTERPRETING A SINGLE ANTISTREPTOLYSIN-O TEST - A COMPARISON OF THE UPPER LIMIT OF NORMAL AND LIKELIHOOD RATIO METHODS [J].

GRAY, GC ;

STRUEWING, JP ;

HYAMS, KC ;

ESCAMILLA, J ;

TUPPONCE, AK ;

KAPLAN, EL .

JOURNAL OF CLINICAL EPIDEMIOLOGY, 1993, 46 (10) :1181-1185

[42] Distinguishing Between Sensor Performance Degradation and Structural Damage Using Generalized Likelihood Ratio Test (GLRT) and Statistical Process Control [J].

Jiang, S. -F. ;

Ma, S. -L. ;

Weng, L. -Q. .

STRUCTURAL HEALTH MONITORING 2013, VOLS 1 AND 2, 2013, :228-235

[43] Wavelet-based analysis of mode shapes for statistical detection and localization of damage in beams using likelihood ratio test [J].

Shahsavari, Vahid ;

Chouinard, Luc ;

Bastien, Josee .

ENGINEERING STRUCTURES, 2017, 132 :494-507

[44] COMPARISON OF EXTENDED EMPIRICAL LIKELIHOOD METHODS: SIZE AND SHAPE OF TEST-BASED CONFIDENCE REGIONS [J].

Kim, Mi-Ok ;

Zhou, Mai .

STATISTICA SINICA, 2019, 29 (01) :371-386

[45] Use of relevant data, quantitative measurements, and statistical models to calculate a likelihood ratio for a Chinese forensic voice comparison case involving two sisters [J].

Zhang, Cuiling ;

Morrison, Geoffrey Stewart ;

Enzinger, Ewald .

FORENSIC SCIENCE INTERNATIONAL, 2016, 267 :115-124

[46] Evaluating score- and feature-based likelihood ratio models for multivariate continuous data: applied to forensic MDMA comparison [J].

Bolck, Annabel ;

Ni, Haifang ;

Lopatka, Martin .

LAW PROBABILITY & RISK, 2015, 14 (03) :243-266

[47] Validation of a feature-based likelihood ratio method for the SAILR software. Part II: Elemental compositional data for comparison of glass samples [J].

Malmborg, Jonas ;

Nordgaard, Anders .

FORENSIC CHEMISTRY, 2022, 27

[48] Extended likelihood ratio test-based methods for signal detection in a drug class with application to FDA's adverse event reporting system database [J].

Zhao, Yueqin ;

Yi, Min ;

Tiwari, Ram C. .

STATISTICAL METHODS IN MEDICAL RESEARCH, 2018, 27 (03) :876-890

[49] Validation of a feature-based likelihood ratio method for the SAILR software. Part I: Gas chromatography-mass spectrometry data for comparison of diesel oil samples [J].

Malmborg, Jonas ;

Nordgaard, Anders .

FORENSIC CHEMISTRY, 2021, 26

[50] GIS-based groundwater spring potential mapping in the Sultan Mountains (Konya, Turkey) using frequency ratio, weights of evidence and logistic regression methods and their comparison [J].

Ozdemir, Adnan .

JOURNAL OF HYDROLOGY, 2011, 411 (3-4) :290-308

← 1 2 3 4 5 →