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- W2037699229 abstract "The exact distribution of the run length of CUSUm statistics is derived by using random walk results. The computational problem is tackled by using a recursive scheme applied to a well-known combinatorial result due to Spitzer [1]. Some applications of this result in other statistical problems are also indicated, which demonstrate the usefulness of the described computational scheme." @default.
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- W2037699229 date "1993-01-01" @default.
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- W2037699229 title "The distribution of the run length in CUSUM procedures" @default.
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- W2037699229 doi "https://doi.org/10.1016/0895-7177(93)90089-h" @default.
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