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Monitoring statistics which have increased power over a reduced time range

✍ Scribed by S. M. Tang; I. B. Macneill

Publisher: Springer
Year: 1992
Tongue: English
Weight: 648 KB
Volume: 23
Category: Article
ISSN: 0167-6369
DOI: 10.1007/bf00406961

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✦ Synopsis

The problem of monitoring trends for changes at unknown times is considered. Statistics which permit one to focus high power on a segment of the monitored period are studied. Numerical procedures are developed to compute the null distribution of these statistics.