A1272
Title: Sequential change-point detection for skew normal distribution
Authors: Wei Ning - Bowling Green State University (United States) [presenting]
Abstract: A modified max cumulative sum (CUSUM) procedure is proposed to detect changes in the parameters of the skew's normal distribution. The corresponding false alarm frequency and the post-change detection delay are investigated. Asymptotic behaviors of detection delay and theoretical optimality of the detection procedure have been established. Simulations have been conducted to show the performance of the proposed method and compare it to the other existing methods, including CUSUM. Real data are given to illustrate the detection procedure.
