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Dynamic sampling plans in on‐line control charts
Author(s) -
Wu Yanhong,
Srivastava M. S.
Publication year - 1993
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315704
Subject(s) - cusum , sampling (signal processing) , simple (philosophy) , computer science , simple random sample , sampling design , point (geometry) , mathematics , statistics , population , philosophy , demography , geometry , filter (signal processing) , epistemology , sociology , computer vision
Three simple dynamic sampling plans for detecting the change point are investigated in the discrete‐time case. The first is a two‐rate sampling CUSUM procedure. The second is a two‐rate sampling Shiryayev‐Roberts procedure. The third is a periodic sequential testing procedure. Two problems are discussed. First, simple design methods are provided for practical use. Second, a comparison between the three plans is made in the continuous‐time case, which shows that by properly choosing the design parameters, the three plans can be made equally efficient in certain senses.