Using the generalized likelihood ratio statistic for sequential detection of a change-point (Q1895358)
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scientific article; zbMATH DE number 786213
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| English | Using the generalized likelihood ratio statistic for sequential detection of a change-point |
scientific article; zbMATH DE number 786213 |
Statements
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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0.8747511506080627
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0.8440096378326416
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0.8381902575492859
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0.8328024744987488
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