Question
Given two distributions, f0 = N(0.1, 1), f1 = N(0.5, 1.5), derive what should be the CUSUM statistic (i.e., write down the CUSM detection statistic).
Given two distributions, f0 = N(0.1, 1), f1 = N(0.5, 1.5), 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, . . . , x150 that are i.i.d. according to f1.
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Probability With Applications and R
Authors: Robert P. Dobrow
1st edition
1118241257, 1118241258, 978-1118241257
