Autor: |
Eger, Karl-Heinz |
Jazyk: |
angličtina |
Rok vydání: |
2010 |
Předmět: |
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Zdroj: |
Proceedings of ’The International Scientific Conference on Energy Industry Development and Ecology’, May 26-30, 2010, Ulaanbaatar, Mongolia, pp. 37-41. |
Druh dokumentu: |
Text<br />Conference Material |
Popis: |
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. |
Databáze: |
Networked Digital Library of Theses & Dissertations |
Externí odkaz: |
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