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Effect of Dependency in Systems for Multivariate Surveillance
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- Andersson, Eva M., 1968 (author)
- Gothenburg University,Göteborgs universitet,Institutionen för medicin, avdelningen för samhällsmedicin och folkhälsa,Institutionen för nationalekonomi med statistik, Statistiska forskningsenheten,Institute of Medicine, School of Public Health and Community Medicine,Department of Economics, Statistical Research Unit
- (creator_code:org_t)
- Informa UK Limited, 2009
- 2009
- English.
- In: Communications in Statistics - Simulation and Computation. - : Informa UK Limited. - 0361-0918 .- 1532-4141. ; 38:3, s. 454-472
- Journal article (peer-reviewed)
Abstract
Subject headings
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- Systems for multivariate on-line surveillance (e.g., outbreak detection) are investigated. Optimal systems for statistical surveillance are based on likelihood ratios. Three systems are compared: based on each marginal density, based on the joint density, and based on the Hotelling's T2. The effect of dependency between the monitored processes is investigated, and the effect of correlation between the change times. When the first change occurs immediately, the three methods give similar delay of an alarm, in the situation with independency. For late changes, T2 has the longest delay, both for independent processes and for processes with a positive covariance.
Subject headings
- NATURVETENSKAP -- Matematik -- Sannolikhetsteori och statistik (hsv//swe)
- NATURAL SCIENCES -- Mathematics -- Probability Theory and Statistics (hsv//eng)
Keyword
- Dependency
- Likelihood ratio
- Multivariate
- Optimal
- Surveillance
Publication and Content Type
- ref (subject category)
- art (subject category)
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