On Sequential Detection of a Shift in the Probability of a Rare Event
- 1 June 1983
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 78 (382) , 389
- https://doi.org/10.2307/2288645
Abstract
Suppose one is monitoring a sequence of observations for a possible increase in the probability of a rare event, and that it is not possible to immediately stop the process under observation or influence it to return to its normal state. One would then desire a scheme which takes advantage of observations occurring after a detection of a change is proclaimed. A modification of Page's CUSUM Procedure is developed, taking account of these additional observations. A table is given enabling one to select a modified Page procedure with a specified rate of false alarms. A comparison is made between the modified Page procedure and a procedure proposed by Chen (1978).Keywords
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