##### R-code for making Figure 3.3 postscript("fig33.ps",width=7.5,height=3.6,horizontal=F) par(mfrow=c(1,2), mar=c(4,4,1,3)) k=seq(0.5,3,0.1) m=5 beta5=pnorm(-k*sqrt(m)+3)-pnorm(-k*sqrt(m)-3) m=10 beta10=pnorm(-k*sqrt(m)+3)-pnorm(-k*sqrt(m)-3) m=20 beta20=pnorm(-k*sqrt(m)+3)-pnorm(-k*sqrt(m)-3) arl15=1/(1-beta5) arl110=1/(1-beta10) arl120=1/(1-beta20) std15=sqrt(beta5)/(1-beta5) std110=sqrt(beta10)/(1-beta10) std120=sqrt(beta20)/(1-beta20) plot(k,arl15,type="l",lty=1,xlab="k",ylab=expression(ARL[1]), mgp=c(2,1,0),xlim=c(0,3), ylim=c(0,30), cex=0.8) lines(k,arl110,lty=2,cex=0.8) lines(k,arl120,lty=3,cex=0.8) legend(2,30,legend=c("m=5","m=10","m=20"),lty=1:3,cex=0.7) title(xlab="(a)",cex=0.9) plot(k,std15,type="l",lty=1,xlab="k",ylab=expression(sigma[RL]^{group("(",1,")")}), mgp=c(2,1,0),xlim=c(0,3), ylim=c(0,30), cex=0.8) lines(k,std110,lty=2,cex=0.8) lines(k,std120,lty=3,cex=0.8) legend(2,30,legend=c("m=5","m=10","m=20"),lty=1:3,cex=0.7) title(xlab="(b)",cex=0.9) graphics.off()