When a Cusum Stops, What Confidence Is There that the Alarm Is Not False?
Journal of the American Statistical Association · Mon
DOI: 10.1080/01621459.2026.2663586
Abstract
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. Supplementary materials for this article are available online.
Keywords
Control chart, Covid-19, p-value, Simulation of a false alarm
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