A CUSUM test for discrete monitoring of intensity of a Poisson process

Autor: Eger, Karl-Heinz
Jazyk: angličtina
Rok vydání: 2010
Předmět:
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