Abstract
In detecting a change from one known distribution to another, previous studies have shown that the differences in performance between the Cusum and the Shiryayev-Roberts schemes are small when the expected sample sizes are large. Here a comparison is made in a small expected sample size setting. The conclusion is the same.
| Original language | English |
|---|---|
| Pages (from-to) | 277-298 |
| Number of pages | 22 |
| Journal | American Journal of Mathematical and Management Sciences |
| Volume | 11 |
| Issue number | 3-4 |
| DOIs | |
| State | Published - 1 Feb 1991 |
Keywords
- Changepoint
- Cusum procedure
- Quasi-stationary distribution
- Shiryayev-Roberts procedure