Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter
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Publication:5621861
DOI10.1214/aoms/1177693404zbMath0217.51501OpenAlexW1988341638MaRDI QIDQ5621861
Publication date: 1971
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177693404
Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Inference from stochastic processes (62M99)
Related Items (5)
On the change–point problem ⋮ Some first passage problems related to cusum procedures ⋮ Wald's approximations to the average run length in cusum procedures ⋮ Distributional Properties of CUSUM Stopping Times and Stopped Processes ⋮ A discrete analogue and elementary derivation of 'Levy's equivalence' for Brownian motion
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