A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection: American Journal of Mathematical and Management Sciences: Vol 11, No 3-4

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SYNOPTIC ABSTRACT

In detecting a change from one known distribution to another, previous studies have shown that the differences in performance between the Cusum and the Shiryayev-Roberts schemes are small when the expected sample sizes are large. Here a comparison is made in a small expected sample size setting. The conclusion is the same.

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A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection

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A Small Sample Size Comparison of the Cusum and Shiryayev-Roberts Approaches: Changepoint Detection

SYNOPTIC ABSTRACT

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