A comparison of weighted CUSUM procedures that account for monotone changes in population size

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review

28 Scopus Citations
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Author(s)

  • Lianjie Shu
  • Wei Jiang
  • Kwok-Leung Tsui

Detail(s)

Original languageEnglish
Pages (from-to)725-741
Journal / PublicationStatistics in Medicine
Volume30
Issue number7
Online published30 Nov 2010
Publication statusPublished - 30 Mar 2011

Abstract

The CUSUM procedure has been popularly used for detecting a shift in the incidence rate of a rare health event. Many CUSUM methods are developed based on a Poisson model with a constant mean number of events. In practice, the expected number of events is likely to vary over time as the population size at risk is not constant but often grows over time. An increase in the baseline incidence rate tends to be masked by the population growth. To efficiently detect an increase in the baseline incidence rate, it is appealing to assign more weight to recent observations and less weight to older observations. This paper compares weighted CUSUM (WCUSUM) and conventional CUSUM procedures in the presence of monotone changes in population size. The simulation results show that the WCUSUM method may be more efficient than the conventional CUSUM methods in detecting increases in the incidence rate, especially for small shifts. An example based on mortality data from New Mexico is used to illustrate the implementation of the WCUSUM method. © 2010 John Wiley & Sons, Ltd.

Research Area(s)

  • Average run length, Control charts, Poisson distribution

Citation Format(s)

A comparison of weighted CUSUM procedures that account for monotone changes in population size. / Shu, Lianjie; Jiang, Wei; Tsui, Kwok-Leung.
In: Statistics in Medicine, Vol. 30, No. 7, 30.03.2011, p. 725-741.

Research output: Journal Publications and ReviewsRGC 21 - Publication in refereed journalpeer-review