Detecting changes in probabilities of a multi—component process (Q4865174)
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scientific article; zbMATH DE number 844233
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| English | 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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0.91188014
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0.9117831
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0.9082486
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0.8888872
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0.8803811
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0.87590456
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