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Poisson likelihood-ratio CUSUM (Wt​=Yt​logθ−(θ−1)λ0t​)

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Statistical process control CUSUM
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For independent Poisson observations, comparing mean λ0t​ with θλ0t​ gives the displayed log-likelihood ratio. Updating a CUSUM with these scores targets the specified multiplicative increase. Its expected score is negative under the null and positive under the alternative when θ>1, so resetting at zero discards earlier evidence against an increase.

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  1. CUSUM
  2. Statistical process control
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  • Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 37 / 4 / iii / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2002 / iii / Paper 37 / 4 / ii / Solution

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