Quality Improvements by Likelihood Ratio Methods for Surveillance

One way to improve quality is to control the process. Control makes it possible to detect deteriorations and deviations from targets as soon as possible after they have occurred. Control methods based on likelihood ratios are known to have several optimality properties. When the methods are used in practice, knowledge about several characteristics of the method is important for the judgement of which action is appropriate at an alarm. Evaluations are made of the “The Likelihood Ratio Method” which utilizes an assumption on the intensity and has the Shiryaev optimality. Also, the Shiryaev-Roberts and the CUSUM methods are evaluated. These two methods combine the likelihood ratios in other ways. A comparison is also made with the Shewhart method, which is a commonly used method.

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