A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test-Reference-Cited by-同舟云学术

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A note on efficient performance evaluation of the Cumulative Sum chart and the Sequential Probability Ratio Test

Published:2016-06-21 Issue:5 Volume:32 Page:565-573
ISSN:1524-1904
Container-title:Applied Stochastic Models in Business and Industry
language:en
Short-container-title:Appl. Stochastic Models Bus. Ind.

Author:

Polunchenko Aleksey S.¹

Affiliation:

1. Department of Mathematical Sciences; State University of New York (SUNY) at Binghamton; Binghamtom NY 13902-6000 USA

Funder

Simons Foundation via a Collaboration

Publisher

Wiley

Subject

Management Science and Operations Research,General Business, Management and Accounting,Modeling and Simulation

Reference58 articles.

1. Optimum character of the sequential probability ratio test;Wald;Annals of Mathematical Statistics,1948

2. Remark on the optimum character of the sequential probability ratio test;Wolfowitz;Annals of Mathematical Statistics,1966

3. On the optimality of sequential probability ratio tests;Matthes;Annals of Mathematical Statistics,1963

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