Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process (Q3155685)

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Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
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    Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process (English)
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    18 January 2005
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    cumulative sums control
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    detection of change points
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    distribution of run length
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    stopping times with linear boundaries
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