HW3sol - 22 µ 0 = 100 µ 0 = 92 n = 4 σ = 6 L = 3 92 − 100 4 k= =− 6 3 4 4 17 1 β = Φ 3 −(− × 4 − Φ − 3 −(− × 4 = Φ − Φ

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Unformatted text preview: 22 µ 0 = 100, µ 0 = 92, n = 4, σ = 6, L = 3 92 − 100 4 k= =− 6 3 4 4 17 1 β = Φ 3 − (− ) × 4 − Φ − 3 − (− ) × 4 = Φ − Φ − = 0.6306 3 3 3 3 P{detecting the shift on the first sample} = 1 − β = 0.3694 1 1 ARL0 = = = 370 α 0.0027 1 1 ARL1 = = = 2.7 1 − β 0.3694 3.685 ...
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This note was uploaded on 02/26/2009 for the course ISYE 3039 taught by Professor Roshanv during the Spring '08 term at Georgia Institute of Technology.

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