کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1150747 957986 2006 23 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On the biases of change point and change magnitude estimation after CUSUM test
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
On the biases of change point and change magnitude estimation after CUSUM test
چکیده انگلیسی
The present paper investigates the biases of estimates of change point and change magnitude after CUSUM test. By assuming that the change point is far from the beginning and the in-control average run length of samples is large, second order approximations for the biases of both estimates are obtained by conditioning on detection, and biases of both estimates are very significant. Simulation studies show the approximations to be quite accurate in the case of detecting an increase in mean or variance when sampling from a normal distribution. The results demonstrate the fundamental differences between fixed sample size test and sequential test.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 136, Issue 4, 1 April 2006, Pages 1258-1280
نویسندگان
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