4 papers
The CUSUM Test with Observation-Adjusted Control Limits in Parameters Change Detection for the Extremely Heavy-Tailed Distributions Sequences
F. Tang, D. Han
In this paper, we propose an new the CUSUM sequential test (control chart, stopping time) with the observation-adjusted control limits (CUSUM-OAL) for monitoring quickly and adapti…
An CUSUM Test with Observation-Adjusted Control Limits in Change Detection
Fuquan Tang, Dong Han
In this paper, we not only propose an new optimal sequential test of sum of logarithmic likelihood ratio (SLR) but also present the CUSUM sequential test (control chart, stopping t…
Convergence Rate of Sample Mean for -Mixing Random Variables with Heavy-Tailed Distributions
F. Q. Tang, D. Han
This article studies the convergence rate of the sample mean for -mixing dependent random variables with finite means and infinite variances. Dividing the sample mean into sum o…
A new method for estimating the tail index using truncated sample sequence
F. Q. Tang, D. Han
This article proposes a new method of truncated estimation to estimate the tail index of the extremely heavy-tailed distribution with infinite mean or variance. We not only pre…