On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures (Q3155696)

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On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
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    On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures (English)
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    18 January 2005
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    Wald's identity
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    generating functions
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    average run length
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    ARL
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    Laplace transforms
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