- AutorIn
- Karl-Heinz Eger
- Evgeni Borisovich Tsoy
- Titel
- CUSUM tests based on grouped observations
- Zitierfähige Url:
- https://nbn-resolving.org/urn:nbn:de:bsz:ch1-200901820
- Quellenangabe
- 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.
- Abstract (EN)
- 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.
- Freie Schlagwörter
- Average run length
- CUSUM
- Change point problem
- Classified observations
- Continuous inspection schemes
- Cumulative sum test
- Grouped observations
- Sequential analysis
- Sequential tests
- Klassifikation (DDC)
- 500
- 600
- Normschlagwörter (GND)
- CUSUM-Kontrollkarte
- Sequentieller Test
- Publizierende Institution
- Technische Universität Chemnitz, Chemnitz
- URN Qucosa
- urn:nbn:de:bsz:ch1-200901820
- Veröffentlichungsdatum Qucosa
- 08.11.2009
- Dokumenttyp
- Konferenzbeitrag
- Sprache des Dokumentes
- Englisch