A Comparison of Some Omnibus Monitoring Schemes

Chow, William; Srivastava, M. S.

doi:10.1007/978-94-017-3081-5_12

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Interaction Not Close To Zero2

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1999

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(2 citation statements)

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“…Chow and Srivastava (1994), FrisCn and de Mar6 (1991), Fridn and Wessman (1998), Lai (1995) or Shiryaev (1963).…”

Section: Interaction Not Close To Zeromentioning

confidence: 96%

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Surveillance of the interaction parameter of the ising model

Järpe

1999

Communications in Statistics - Theory and Methods

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Surveillance to detect changes of spatial patterns is of interest in many areas such as environmental control and regional analysis. Here the interaction parameter of the Ising model, is considered. -4 minimal sufficient statistic and its asymptotic distribution are used. It is demonstrated that the convergence to normal distribution is rapid. The main result is that when the lattice is large, all approximations are better in several respects. It is shown that, for large lattice sizes, earlier results on surveillance of a normally distributed random variable can be used in cases of most interest. The expected delay of alarm at a fixed level of false alarm probability is examined for some examples.

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“…Chow and Srivastava (1994), FrisCn and de Mar6 (1991), Fridn and Wessman (1998), Lai (1995) or Shiryaev (1963).…”

Section: Interaction Not Close To Zeromentioning

confidence: 96%

“…This situation was considered by Chow and Srivastava (1994) for what they call the Omnibus Cusum, the Omnibus Shiryaev-Roberts and the Omnibus exponentially moving average methods. For the normal approximation to be valid in this case, the lattice size n has to be very large.…”

Section: Interaction Not Close To Zeromentioning

confidence: 99%

Surveillance of the interaction parameter of the ising model

Järpe

1999

Communications in Statistics - Theory and Methods

View full text Add to dashboard Cite

show abstract

A Comparison of Some Omnibus Monitoring Schemes

Cited by 1 publication

References 7 publications

Surveillance of the interaction parameter of the ising model

Surveillance of the interaction parameter of the ising model

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