On Sequential Detection of a Shift in the Probability of a Rare Event
研究了在无法立即干预的情况下,如何利用检测到变化后的观测数据来改进Page的CUSUM方法,以监测罕见事件概率的上升,并提供了选择合适方案的表格。
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).