An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations (Q2833359)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations |
scientific article |
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An Exact Formula for the Average Run Length to False Alarm of the Generalized Shiryaev–Roberts Procedure for Change-Point Detection under Exponential Observations (English)
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18 November 2016
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exact formula
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average run length
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ARL
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false alarm
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generalized Shiryaev-Roberts (GSR)
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change-point detection
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control charts
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