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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. Webster, Anthony N. Pettitt. Stability of Approximations of Average Run Length of Risk-Adjusted CUSUM Schemes Using the Markov Approach: Comparing Two Methods of Calculating Transition Probabilities. Communications in Statistics - Simulation and Computation, 36(3):471-482, 2007. [doi]

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