Stability of Approximations of Average Run Length of Risk-Adjusted CUSUM Schemes Using the Markov Approach: Comparing Two Methods of Calculating Transition Probabilities

Author： Webster Ronald A.   Pettitt Anthony N.  

Publisher： Taylor & Francis Ltd

ISSN： 0361-0918

Source： Communications in Statistics: Simulation and Computation, Vol.36, Iss.3, 2007-05, pp. : 471-482

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