Spelling suggestions: "subject:"continuous inspection schemes"" "subject:"eontinuous inspection schemes""
1 |
CUSUM tests based on grouped observationsEger, Karl-Heinz, Tsoy, Evgeni Borisovich 08 November 2009 (has links) (PDF)
This paper deals with CUSUM tests based on
grouped or classified observations. The computation of average
run length is reduced to that of solving of a system of simultaneous
linear equations. Moreover a corresponding approximation
based on the Wald approximations for characteristics of sequential
likelihood ratio tests is presented.
The effect of grouping is investigated with a CUSUM test
for the mean of a normal distribution based on F-optimal
grouping schemes. The considered example demonstrates that
hight efficient CUSUM tests can be obtained for F-optimal
grouping schemes already with a small number of groups.
|
2 |
CUSUM tests based on grouped observationsEger, Karl-Heinz, Tsoy, Evgeni Borisovich 08 November 2009 (has links)
This paper deals with CUSUM tests based on
grouped or classified observations. The computation of average
run length is reduced to that of solving of a system of simultaneous
linear equations. Moreover a corresponding approximation
based on the Wald approximations for characteristics of sequential
likelihood ratio tests is presented.
The effect of grouping is investigated with a CUSUM test
for the mean of a normal distribution based on F-optimal
grouping schemes. The considered example demonstrates that
hight efficient CUSUM tests can be obtained for F-optimal
grouping schemes already with a small number of groups.
|
Page generated in 0.0897 seconds