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

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scientific article; zbMATH DE number 2129091
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    On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
    scientific article; zbMATH DE number 2129091

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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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