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. 2023 Mar 13;50(14):2862–2888. doi: 10.1080/02664763.2023.2174257

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