Table 2.
Power analysis. Detection probabilities as functions of magnitude and duration of a transient change.
| Change | Duration of the transient period Δ | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| From N(0,1) to N(μ,1) | μ | 50 | 100 | 150 | 200 | 250 | 300 | 350 | 400 | 450 | 500 |
| 0.1 | 0.068 | 0.102 | 0.152 | 0.213 | 0.281 | 0.346 | 0.394 | 0.465 | 0.532 | 0.571 | |
| 0.2 | 0.113 | 0.259 | 0.457 | 0.611 | 0.740 | 0.828 | 0.889 | 0.924 | 0.949 | 0.968 | |
| 0.3 | 0.216 | 0.567 | 0.808 | 0.916 | 0.968 | 0.983 | 0.992 | 0.997 | 0.999 | 1 | |
| 0.4 | 0.421 | 0.839 | 0.964 | 0.992 | 0.998 | 0.999 | 1 | 1 | 1 | 1 | |
| 0.5 | 0.659 | 0.957 | 0.995 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| 0.6 | 0.836 | 0.993 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| 0.7 | 0.937 | 0.999 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| 0.8 | 0.978 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| 0.9 | 0.994 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| 1.0 | 0.998 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| From N(0,1) to N(0,σ) | σ | ||||||||||
| 0.50 | 0.993 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| 0.75 | 0.305 | 0.797 | 0.952 | 0.989 | 0.997 | 0.999 | 1 | 1 | 1 | 1 | |
| 0.90 | 0.082 | 0.144 | 0.241 | 0.361 | 0.465 | 0.576 | 0.664 | 0.738 | 0.796 | 0.837 | |
| 0.95 | 0.062 | 0.084 | 0.108 | 0.142 | 0.171 | 0.211 | 0.254 | 0.290 | 0.330 | 0.357 | |
| 1.05 | 0.064 | 0.086 | 0.115 | 0.143 | 0.181 | 0.212 | 0.256 | 0.289 | 0.325 | 0.366 | |
| 1.10 | 0.086 | 0.162 | 0.256 | 0.365 | 0.462 | 0.559 | 0.637 | 0.703 | 0.756 | 0.801 | |
| 1.25 | 0.325 | 0.693 | 0.871 | 0.950 | 0.979 | 0.991 | 0.997 | 0.999 | 1 | 1 | |
| 1.50 | 0.865 | 0.992 | 0.999 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| 2.00 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |
| Normal to Laplace | 0.323 | 0.731 | 0.905 | 0.973 | 0.991 | 0.997 | 0.999 | 1 | 1 | 1 | |