Sep 6 – 10, 2026
Centro Didattico Morgagni
Europe/Rome timezone

When a Cusum Stops, What Confidence Is There that the Alarm Is Not False?

Not scheduled
20m
Centro Didattico Morgagni

Centro Didattico Morgagni

Viale Morgagni 40, Firenze
Statistical Process Monitoring

Speaker

moshe pollak (hebrew university of jerusalem)

Description

In the framework of the Cusum procedure, the evolution of a false alarm has a well-understood stochastic behavior. So, if observations preceding an alarm were to exhibit a behavior that is significantly different, there would be reason to reject the hypothesis that the alarm is false.

We develop a test of this difference. The method is applied to detecting a change in a Covid-19 context involving a possible increase of a mean and in a context involving a possible increase in the probability of a rare event.

Classification Mainly methodology
Keywords control chart; p-value; Covid-19

Primary author

moshe pollak (hebrew university of jerusalem)

Presentation materials

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