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Medientyp:
E-Artikel;
Konferenzbericht
Titel:
A CUSUM test for discrete monitoring of intensity of a Poisson process
Beteiligte:
Eger, Karl-Heinz
[VerfasserIn]
Erschienen:
Chemnitz : Technische Universität Chemnitz, [2010] Chemnitz : Mongolian University of Science and Technology, Power Engineering School, [2010]
Anmerkungen:
Quelle: Proceedings of ’The International Scientific Conference on Energy Industry Development and Ecology’, May 26-30, 2010, Ulaanbaatar, Mongolia, pp. 37-41.
Beschreibung:
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.