算法AS 258：累积和方案的平均运行长度

Algorithm AS 258: Average Run Lengths for Cumulative Sum Schemes

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1990
被引 23
ABS 3

中文导读

该文描述了计算单侧或双侧累积和方案平均运行长度的算法，能在较宽参数范围内快速给出合理精度。

Abstract

CUSUM schemes are most commonly characterized by the average run length (ARL). The algorithms described here calculate ARLs for one- or two-sided CUSUM schemes. The algorithms were designed to give reasonable accuracy quickly for a wide range of parameter values

计算机科学统计学算法
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