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Probability and Statistics Seminar   RSS

18/02/2009, 16:00 — 17:00 — Room P12, Mathematics Building
Patrícia Ferreira, CEMAT and Instituto Superior Técnico

Performance analysis of joint control schemes for the process mean (vector) and (co)variance (matrix)

The presentation focus on the ongoing and future work on the performance analysis of joint control schemes for the process mean (vector) and (co)variance (matrix), when the usual assumptions of independence and normality are no longer valid. We shall give special attention to two performance measures: the probability of a misleading signal (PMS) and the run length to a misleading signal (RLMS). We use stochastic ordering to analyze their monotonicity properties in terms of shifts in the parameters being monitored, and of changes in the autocorrelation parameter.
This seminar integrates a CAT examination