|
| n = 50 | n = 200 | n = 500 | |||
情形 | 统计量 | m = 2 | m = 4 | m = 2 | m = 4 | m = 2 | m = 4 |
情形1 | CUSUM | 0.053 | 0.057 | 0.047 | 0.058 | 0.044 | 0.050 |
S-BCUSUM | 0.044 | 0.056 | 0.044 | 0.055 | 0.042 | 0.050 | |
情形2 | CUSUM | 0.094 | 0.102 | 0.059 | 0.059 | 0.052 | 0.054 |
S-BCUSUM | 0.078 | 0.092 | 0.056 | 0.060 | 0.049 | 0.053 | |
情形3 | CUSUM | 0.065 | 0.071 | 0.049 | 0.053 | 0.048 | 0.051 |
S-BCUSUM | 0.053 | 0.075 | 0.045 | 0.056 | 0.045 | 0.053 |