Some power aspects of methods for detecting different shifts in the mean
Eric Järpe and Peter Wessman
Communications in Statistics, Computation and Simulation, 2000, Vol. 29, No. 2

Abstract
We study, by means of simulations, the performance of the shewhart method, the Cusum method, the Shiryaev-Roberts method and the likelihood ratio method in the case when the true shift differs from the shift for which the methods are optimal. The comparisons are made with respect to some measures of performance associated with power such as probability of false alarm when the change occurs immediately, expected delay of true alarm and predictive value of an alarm.

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