| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1153138 | Statistics & Probability Letters | 2009 | 9 Pages |
Abstract
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 one- and two-sided cases. We show how to improve the order of these approximations for linear statistics.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Christopher S. Withers, Saralees Nadarajah,