(b) (15 points) Given two distributions, f0 = .//'(07 1), f1 = Jf(0.57 1) (meaning that we are interested in detecting a mean shift of
(b) (15 points) Given two distributions, f0 = ./\\/'(07 1), f1 = J\\f(0.57 1) (meaning that we are interested in detecting a mean shift of minimum size 3), derive What should be the CUSUM statistic (i.e., write down the CUSM detection statistic). Plot the CUSUM statistic for a sequence of randomly generated samples, $1, . . . , 27100 are are i.i.d. (independent and identically distributed) according to f0 and 93101, . . . ,33200 that are i.i.d. accordign to f1
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