A note on optimal detection of a change in distribution

Annals of Statistics

Volumn 25, Issue 5, 1997, Pages 2117-2126

  Yakir, Benjamin ^a  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

Author keywords

Bayes rule; Control charts; Minimax rule; Quality control

Indexed keywords

EID: 0031510624     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1069362390     Document Type: Article

References (10)

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5. POLLAK, M. (1987). Average run lengths of an optimal method of detecting a change in distribution. Ann. Statist. 15 749-779.
6. POLLAK, M. and SIEGMUND, D. (1975). Approximations to the expected sample size of certain sequential tests. Ann. Statist. 3 1267-1282.
7. RITOV, Y. (1990). Decision theoretic optimality of the CUSUM procedure. Ann. Statist. 18 1464-1469.
8. ROBERTS, S. W. (1966). A comparison of some control chart procedures. Technometrics 8 411-430.
9. SHEWHART, W. A. (1931). The Economic Control of the Quality of Manufactured Product. Macmillan, New York.
10. SHIRYAYEV, A. N. (1978). Optimal Stopping Rules. Springer, New York.