# R-code for making Figure 5.5 # The true IC distribution is the standardized chi-square distribution # with df=seq(1,10) ARL0chi005 = c(226.3566, 217.8081, 215.5676, 209.7174, 207.6153, 204.6147, 206.8725, 204.7112, 201.4531, 200.8249) ARL0chi01 = c(170.0185, 189.1962, 194.5135, 198.6771, 196.6075, 199.2607, 199.3146, 199.9874, 201.3189, 200.5621) ARL0chi02 = c(103.2209, 123.5836, 137.7058, 148.1126, 156.6385, 164.2876, 170.7648, 172.4037, 176.6992, 175.7616) # The true IC distribution is the standardized t distribution # with df=seq(3,12) ARL0t005 = c(225.4184, 201.5362, 198.1462, 201.6614, 200.2204, 198.9417, 202.6211, 197.5667, 198.8078, 198.4410) ARL0t01 = c(187.9177, 173.8083, 176.5521, 182.9476, 186.3389, 187.5197, 191.3044, 190.3121, 192.2702, 192.3451) ARL0t02 = c(133.7230, 132.0153, 139.7546, 147.1315, 154.5748, 160.9258, 163.8640, 166.0006, 170.6893, 173.5098) ##### df=seq(1,10) postscript("fig55.ps",width=5,height=5,horizontal=F) plot(df,ARL0chi005,type="l",lty=1,xlab="df", yaxt="n",ylab=expression(ARL[1]),mgp=c(2,1,0),xlim=c(1,10), ylim=c(100,250),cex=0.8) lines(df,ARL0chi01,lty=2,cex=0.8) lines(df,ARL0chi02,lty=3,cex=0.8) lines(df,rep(200,10),lty=4,cex=0.8) axis(2,at=c(100,150,200,250), labels=c("100","150","200","250"),cex=0.8) legend(7.2,250,legend=c("lambda=0.05","lambda=0.1","lambda=0.2"), lty=1:3,cex=0.7) graphics.off()