On Cumulative Sum Procedures and a Stopped Wiener Process Formula.

Abstract

For detecting changes in mu three types of cumulative sum (cusum) procedures are considered. The first one is a class of cusum-type procedures tau such that E sub 0 TAU = + infinity and E sub mu TAU less than infinity for mu greater than 0. The second is a modification of the conventional cusum procedure of Page (1954) which is more efficient. The third is a continuous version T of the modified cusum procedure in terms of Wiener process and its LaPlace transform is found which leads to the known results of Taylor (1975) and Nadler and Robbins (1971).

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Document Details

Document Type
Technical Report
Publication Date
Oct 02, 1982
Accession Number
ADA122215

Entities

People

  • Rasul A. Khan
  • S. Zacks

Organizations

  • Binghamton University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Boundaries
  • Detection
  • Distribution Functions
  • Identities
  • Military Research
  • New York
  • Normal Distribution
  • Probability
  • Probability Density Functions
  • Random Variables
  • Statistical Samples

Fields of Study

  • Mathematics

Readers

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