Given two distributions, fo = N(0, 1), f = N(0.5, 1) (meaning that we are interested...

 

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Given two distributions, fo = N(0, 1), f = N(0.5, 1) (meaning that we are interested in detecting a mean shift of minimum size 3), derive what should be the CUSUM statistic (i.e., write down the CUSM detection statistic). Plot the CUSUM statistic for a sequence of randomly generated samples, 1,...,100 are are i.i.d. (independent and identically distributed) according to fo and 101,200 that are i.i.d. accordign to fi. Given two distributions, fo = N(0, 1), f = N(0.5, 1) (meaning that we are interested in detecting a mean shift of minimum size 3), derive what should be the CUSUM statistic (i.e., write down the CUSM detection statistic). Plot the CUSUM statistic for a sequence of randomly generated samples, 1,...,100 are are i.i.d. (independent and identically distributed) according to fo and 101,200 that are i.i.d. accordign to fi.

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The CUSUM Cumulative Sum statistic is a statistical method used for monitoring changes in a process ... View the full answer