Using the generalized likelihood ratio statistic for sequential detection of a change-point (Q1895358)
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English | Using the generalized likelihood ratio statistic for sequential detection of a change-point |
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Using the generalized likelihood ratio statistic for sequential detection of a change-point (English)
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16 August 1995
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sequential detection
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change-point
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generalized likelihood ratio statistic
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normal mean
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approximations to the average run lengths
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CUSUM tests
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combined CUSUM-Shewhart tests
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