Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean (Q688374)
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scientific article; zbMATH DE number 444773
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| English | Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean |
scientific article; zbMATH DE number 444773 |
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Comparison of EWMA, CUSUM and Shiryayev-Roberts procedures for detecting a shift in the mean (English)
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3 July 1995
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Ornstein-Uhlenbeck process
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renewal process
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change point problem
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exponentially weighted moving average procedure
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Shiryayev-Roberts procedure
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CUSUM procedure
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stationary average delay time
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average-in- control run length
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EWMA procedure
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0.905824899673462
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0.8022966980934143
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0.7988989949226379
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