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Semi-Sequential One-Shot Monitoring of Small Disorders With Controlled Type I Error Rate
Umeå University, Faculty of Science and Technology, Department of Mathematics and Mathematical Statistics.ORCID iD: 0000-0001-7462-3217
2010 (English)In: Communications in Statistics - Theory and Methods, ISSN 0361-0926, E-ISSN 1532-415X, Vol. 39, no 15, 2829-2847 p., PII 924854429Article in journal (Refereed) Published
Abstract [en]

We propose a simple two-stage monitoring rule for detecting small disorders in a two-sample location problem. The proposed rule is based on ranks and hence is nonparametric in nature. In the first stage, we use a sequential monitoring scheme to decide the necessity of employing a location test at some point of time. If there is urgency, we simply use a two-sample Wilcoxon rank sum test in the second stage. This leads to a semi sequential one-shot monitoring procedure. We study some asymptotic performance of the proposed rule. We also present some numerical findings obtained through Monte Carlo studies. The proposed rule meets the challenge of controlling type I error rate in sequential monitoring of an incoming series of observations.

Place, publisher, year, edition, pages
Taylor & Francis, 2010. Vol. 39, no 15, 2829-2847 p., PII 924854429
Keyword [en]
Controlling Type I error rate, Curved stopping boundaries, Monitoring structural changes, One-shot test, Rank sum statistic, Semi-sequential monitoring, Sequential Monte Carlo
National Category
Probability Theory and Statistics Mathematics
URN: urn:nbn:se:umu:diva-109589DOI: 10.1080/03610920903146285ISI: 000280544900015OAI: diva2:858513
Available from: 2015-10-02 Created: 2015-10-01 Last updated: 2015-10-02Bibliographically approved

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Mukherjee, Amitava
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