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Table 2 Verification of numerical accuracy of theoretical results

From: Sketching for sequential change-point detection

M b (theo) b (simu) EDD (theo) EDD (simu)
100 84.65 84.44 2.8 3.3 (0.8)
70 83.72 83.41 3.8 4.5 (1.2)
50 82.84 83.02 5.3 6.1 (1.5)
30 81.46 82.48 8.7 9.8 (2.4)
10 78.32 79.27 23.4 26.6 (6.4)
  1. At′s being time-varying. N = 100, w=200, ARL = 5000; for simulated EDDs, all [μ]i=0.5. Numbers in the parentheses are standard deviation of the simulated results