
Change Detection 43
Figure 3.4: The space state transition graph.
For a sufficient large number of examples, the binomial distribution is
closely approximated by a normal distribution with the same mean and vari-
ance. Considering that the probability distribution is unchanged when the
context is static, then the 1 − α/2 confidence interval for p with n > 30 ex-
amples is approximately p
i
± z ∗ s
i
. The parameter z depends on the desired
confidence level.
Suppose that in the sequence of examples, there is an example j with
correspondent p
j
and s
j
. We define three possible states for the system:
• In-Control: while p
j
+ s
j
< p
min
+ β ∗ s
min
. The error of the system ...