Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown

Figures & data

Table 1. Simulated values to show detection using the 2-step-ahead boundary

n	T n		B n, 2
1	0	0.9770	0.7788
2	1	0.9828	0.7907
3	1	0.9877	0.7786
4	4	0.9055	0.8236
5	4	0.9520	0.8100
6	6	0.9186	0.8246
7	6	0.9484	0.8144
8	7	0.9450	0.8164
9	8	0.9420	0.8181
10	9	0.9392	0.8196
11	14	0.8018	0.8552
12	15	0.8231	0.8526
13	17	0.7960	0.8571
14	19	0.7704	0.8571
15	23	0.6370	0.8571
16	24	0.6744	0.8571
17	28	0.5437	0.8571
18	29	0.5859	0.8571
19	30	0.6217	0.8571
20	31	0.6518	0.8571