2007
DOI: 10.1080/07474940701247164
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Properties and Use of the Shewhart Method and Its Followers

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Cited by 19 publications
(8 citation statements)
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References 97 publications
(107 reference statements)
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“…Thus, the Shewhart method has optimal error probabilities when we want to discriminate between a change at the current time point and the case that no change has yet occurred for these alternatives. By several criteria, however, the Shewhart method performs poorly31 for small and moderate shifts.…”
Section: Optimal Methodsmentioning
confidence: 99%
“…Thus, the Shewhart method has optimal error probabilities when we want to discriminate between a change at the current time point and the case that no change has yet occurred for these alternatives. By several criteria, however, the Shewhart method performs poorly31 for small and moderate shifts.…”
Section: Optimal Methodsmentioning
confidence: 99%
“…The limit is chosen so that the probability of exceeding the alarm limit would be constant for each time point if we disregard the fact that we have a surveillance system with repeated decisions. The history and optimality of the Shewhart method is described by Frisn (2007). Since the Shewhart method does not utilize all available information, it is optimal only in very special situations.…”
Section: Some General Surveillance Methodsmentioning
confidence: 99%
“…Within this framework, Frisén (2003, 2007) showed that the Shewhart chart method, for which p ( x s )= L ( s , s ), maximizes the probability of detecting the outbreak at time T = s , and, asymptotically (as μ 1 increases), minimizes the time to detection, for a fixed false detection probability. In the Shiryaev–Roberts method (Shiryaev, 1963; Roberts, 1966), dependence on T through w ( s , t ) is eliminated by setting w ( s , t )=1, which may be justified asymptotically as corresponding to a vanishingly low probability of an outbreak.…”
Section: Comparison and Evaluation Of Prospective Outbreak Detectimentioning
confidence: 99%