Ontology highlight
ABSTRACT:
SUBMITTER: Pokojovy M
PROVIDER: S-EPMC9225570 | biostudies-literature | 2022
REPOSITORIES: biostudies-literature
Pokojovy Michael M Jobe J Marcus JM
Journal of applied statistics 20210316 9
We present a novel real-time univariate monitoring scheme for detecting a sustained departure of a process mean from some given standard assuming a constant variance. Our proposed stopping rule is based on the total variation of a nonparametric taut string estimator of the process mean and is designed to provide a desired average run length for an in-control situation. Compared to the more prominent CUSUM fast initial response (FIR) methodology and allowing for a restart following a false alarm, ...[more]