Question
Given two distributions, f0 = N (0, 1), f1 = N (0.5, 1) (meaning that we are interested in detecting a mean shift of minimum
"Given two distributions, f0 = N (0, 1), f1 = N (0.5, 1) (meaning that we are interested in detecting a mean shift of minimum size 0.5), 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, x1, . . . , x100 are are i.i.d. (independent and identically distributed) according to f0 and x101, . . . , x200 that are i.i.d. according to f1."
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
