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A CUSUM test for discrete monitoring of intensity of a Poisson process

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.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:bsz:ch1-201000862
Date13 June 2010
CreatorsEger, Karl-Heinz
ContributorsTU Chemnitz, Fakultät für Mathematik, Mongolian University of Science and Technology, Power Engineering School,
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:conferenceObject
Formatapplication/pdf, text/plain, application/zip
SourceProceedings of ’The International Scientific Conference on Energy Industry Development and Ecology’, May 26-30, 2010, Ulaanbaatar, Mongolia, pp. 37-41.

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