Question: Whats the difference between the CUSUM and EWMA? What does it mean if the CUSUM didn't detect any shifts in mean but the EWMA did?

Whats the difference between the CUSUM and EWMA? What does it mean if the CUSUM didn't detect any shifts in mean but the EWMA did?

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!