An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure-Reference-Cited by-同舟云学术

An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure

Published:2014-01-02 Issue:1 Volume:33 Page:112-134
ISSN:0747-4946
Container-title:Sequential Analysis
language:en
Short-container-title:Sequential Analysis

Author:

Polunchenko Aleksey S.,Sokolov Grigory,Du Wenyu

Publisher

Informa UK Limited

Subject

Modeling and Simulation,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/07474946.2014.856642

Reference51 articles.

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2. Sur les opérations dans les ensembles abstraits et leur application aux équations intégrales

3. An approach to the probability distribution of cusum run length

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