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Exact average run lengths of cusum schemes for erlang distributions

 

作者: Seven Knoth,   Seven Knoth,  

 

期刊: Sequential Analysis  （Taylor Available online 1998）
卷期: Volume 17, issue 2  

页码: 173-184

 

ISSN:0747-4946

 

年代: 1998

 

DOI:10.1080/07474949808836405

 

出版商: Marcel Dekker, Inc.

 

关键词: Average Run Length;CUSUM Schemes;Erlang Distribution;Fredholm Integral Equation of the 2nd Kind.

 

数据来源: Taylor

 

摘要:

An exact solution of the integral equation for the ARL function of CUSUM schemes in the case of Erlang distributed observations is presented. The results are derived in a direct way similary to Vardeman and Ray (1985) in the case of exponentially distributed random variables.

 

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