Detecting changes in probabilities of a multi—component process (Q4865174)

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scientific article; zbMATH DE number 844233
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Detecting changes in probabilities of a multi—component process
scientific article; zbMATH DE number 844233

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    Detecting changes in probabilities of a multi—component process (English)
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    4 June 1996
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    Laplace transform
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    ARL
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    cumulative sum stopping time
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    cusum procedure
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    detecting changes in probabilities
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    multi-component process
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    asymptotic approximation
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    average run length
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