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- W2005568752 abstract "In this paper, the inference problem for the post-change mean is considered after a change is detected by a CUSUM process in a sequence of independent normal variables. The change-point is estimated as the maximum likelihood estimate at the reference value and the post-change mean is estimated as the sample mean after the change-point estimate. By assuming the change-point is large and the monitoring limit approaches infinity, the first-order bias of the post-change mean estimate and a corrected asymptotic normal pivot are derived conditioning on that a change is detected. Local approximations for small reference value and post-change mean are obtained for numerical evaluation." @default.
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- W2005568752 date "2006-10-01" @default.
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- W2005568752 title "Inference for post-change mean by a CUSUM procedure" @default.
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