Given two distributions, f0 = N (0, 1), f1 = N (0.5, 1.5), derive what should be the CUSUM statistic (i.e., write down the CUSM detection statistic). Plot the CUSUM statistic for a sequence of randomly generated samples, x1, . . . , x100 are are i.i.d. (independent and identically distributed) according to f0 and x101, . . . , x200 that are i.i.d. according to f1.

Q&A Education