- AutorIn
- Karl-Heinz Eger
- Titel
- A CUSUM test for discrete monitoring of intensity of a Poisson process
- Zitierfähige Url:
- https://nbn-resolving.org/urn:nbn:de:bsz:ch1-201000862
- Quellenangabe
- Proceedings of ’The International Scientific Conference on Energy Industry Development and Ecology’, May 26-30, 2010, Ulaanbaatar, Mongolia, pp. 37-41.
- Abstract (EN)
- 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.
- Freie Schlagwörter
- Average run length
- CUSUM
- Continuous inspection scheme
- Poisson distribution
- Poisson process
- Sequential analysis
- Sequential test
- Klassifikation (DDC)
- 500
- 600
- Normschlagwörter (GND)
- CUSUM-Kontrollkarte
- Statistischer Test
- Verlag
- Mongolian University of Science and Technology, Power Engineering School, Chemnitz
- Publizierende Institution
- Technische Universität Chemnitz, Chemnitz
- URN Qucosa
- urn:nbn:de:bsz:ch1-201000862
- Veröffentlichungsdatum Qucosa
- 13.06.2010
- Dokumenttyp
- Konferenzbeitrag
- Sprache des Dokumentes
- Englisch