Question: 2. [15 points] Given two distributions, fl] 2 NW, 1}, f1 = .Nf{1.51 1-1] (meaning that we are interested in detecting a mean shift of
![2. [15 points] Given two distributions, fl] 2 NW, 1}, f1](https://s3.amazonaws.com/si.experts.images/answers/2024/06/667e6c2f83640_263667e6c2f6ee4e.jpg)
![= .Nf{1.51 1-1] (meaning that we are interested in detecting a mean](https://s3.amazonaws.com/si.experts.images/answers/2024/06/667e6c2fca29b_263667e6c2fb4e43.jpg)
2. [15 points] Given two distributions, fl] 2 NW, 1}, f1 = .Nf{1.51 1-1] (meaning that we are interested in detecting a mean shift of minimum size 1.5}, 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, 2:1, . . . ,3100 are are i.i.d. (independent and identically distributed] according to fa and $101,. . . , 332.33 that are i.i.d. acoordign to f1
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
