This paper deals with CUSUM tests for monitoring
of intensity parameter of a Poisson process if this
process can be observed in a restricted manner only at pregiven
equidistant time points. In this case the process can
be monitored by means of a CUSUM test for the parameter
of a corresponding Poisson distribution.
For rational reference parameter values the computation
of average run length is reduced to that of solving of a
system of simultaneous linear equations. The performance
of obtained CUSUM tests is discussed by means of corresponding
examples.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-201000862 |
| Date | 13 June 2010 |
| Creators | Eger, Karl-Heinz |
| Contributors | TU Chemnitz, Fakultät für Mathematik, Mongolian University of Science and Technology, Power Engineering School, |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:conferenceObject |
| Format | application/pdf, text/plain, application/zip |
| Source | Proceedings of ’The International Scientific Conference on Energy Industry Development and Ecology’, May 26-30, 2010, Ulaanbaatar, Mongolia, pp. 37-41. |
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