| Lévy稳定过程均值变点监测研究 |
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| 引用本文： | 胡松瀛,刘洪运.Lévy稳定过程均值变点监测研究[J].河南科学,2008,26(10). |
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| 作者姓名： | 胡松瀛 刘洪运 |
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| 作者单位： | 商丘职业技术学院,河南,商丘,476100 |
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| 摘 要： | 研究了特征指数α取值1<α≤2时,Cuscore控制图在Lévy稳定过程平均运行长度的近似估计以及EWMA控制图在Lévy稳定过程平均运行长度上界的近似估计;研究了特征指数!取值0
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| 关 键 词： | 统计过程控制 变点监测 Lévy稳定过程 平均运行长度 Cuscore EWMA CUSUM |
Study Change Point Detection of Mean Shift in Lévy Stable Process |
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| Hu Songying,Liu Hongyun.Study Change Point Detection of Mean Shift in Lévy Stable Process[J].Henan Science,2008,26(10). |
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| Authors: | Hu Songying Liu Hongyun |
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| Institution: | Hu Songying,Liu Hongyun (Shangqiu Vocational , Technical College,Shangqiu 476100,Henan China) |
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| Abstract: | In this paper we study the asymptotic estimation of the ARL for the Cuscore and the ARL’s up bound for EWMA control charts in Lévy stable process when characteristic exponential 1<а≤2;in addition,we also study the asymptotic estimation of the up bound for the CUSUM control charts in Lévy stable process when characteristic exponential 0<а<1. |
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| Keywords: | Cuscore EWMA CUSUM |
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