Accurate Tests and Intervals Based on Linear Cusum Statistics
نویسندگان
چکیده
Suppose that we are monitoring incoming observations for a change in mean via a cusum test statistic. The usual nonparametric methods give first and second order approximations for the oneand two-sided cases. We show how to improve the order of these approximations for linear statistics.
منابع مشابه
ASYMPTOTICALLY EXACT CONFIDENCE INTERVALS OF CUSUM AND CUSUMSQ TESTS: A Numerical Derivation Using Simulation Technique
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