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It's been a long time! Glad you are interested. I gave a talk on it at the main NASDAQ computer site. The null hypothesis is that some one point (a vector in
by graycat 2y ago
It's been a long time! Glad you are interested. I gave a talk on it at the main NASDAQ computer site.
The null hypothesis is that some one point (a vector in R^n for the reals R and positive integer n) is from an independent, identically distributed set of random variables. The cute part was the use of the distribution property of tightness for the test statistic. The intended first application was for monitoring computer systems and improve on the early AI expert systems.