An exact formula for the average run length to false alarm of the generalized Shiryaev-Roberts procedure for change-point detection under exponential observations (Q2833359)
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scientific article
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| English | An exact formula for the average run length to false alarm of the generalized Shiryaev-Roberts procedure for change-point detection under exponential observations |
scientific article |
Statements
An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations (English)
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18 November 2016
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exact formula
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average run length
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ARL
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false alarm
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generalized Shiryaev-Roberts (GSR)
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change-point detection
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control charts
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0.8291726112365723
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0.8291726112365723
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0.815667986869812
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0.815667986869812
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