Mahmoud, Mahmoud; Woodall, William; Davis, Robert - In: Journal of Applied Statistics 35 (2008) 7, pp. 783-798
Using Markov chain representations, we evaluate and compare the performance of cumulative sum (CUSUM) and Shiryayev-Roberts methods in terms of the zero- and steady-state average run length and worst-case signal resistance measures. We also calculate the signal resistance values from the worst-...