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Stability of Approximations of Average Run Length of Risk-Adjusted CUSUM Schemes Using the Markov Approach: Comparing Two Methods of Calculating Transition Probabilities.

Ronald A. WebsterAnthony N. Pettitt
Published in: Commun. Stat. Simul. Comput. (2007)
Keyphrases
  • run length
  • markov chain
  • transition probabilities
  • bayesian networks
  • state space
  • markov models