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.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-200901820 |
| Date | 08 November 2009 |
| Creators | Eger, Karl-Heinz, Tsoy, Evgeni Borisovich |
| Contributors | TU Chemnitz, Fakultät für Mathematik |
| 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 2009 International Forum on Strategic Technologies - IFOST 2009', Vol. ' Automation and Mechatronics', Ho Chi Minh City University of Technology, October 21-23, 2009, Ho Chi Minh City, Vietnam. pp. 71-76. |
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