Bayesian detection of changes of a poisson process monitored at discrete time points where the arrival rates are unknown

Sequential Analysis

Volumn 27, Issue 1, 2008, Pages 68-77

  Brown, Marlo ^a  

^a NIAGARA UNIVERSITY   (United States)

Author keywords

Bayesian stopping rules; Change point detection; Dynamic programming; Poisson processes; Risk; Unknown arrival rates

Indexed keywords

ARRIVAL RATES; BAYESIAN DETECTION; CHANGE POINT DETECTION; EARLY STOPPING; LOSS FUNCTIONS; NUMERICAL RESULTS; POISSON PROCESS; STOPPING RULE;

DYNAMIC PROGRAMMING; RISKS;

POISSON DISTRIBUTION;

EID: 38949153708     PISSN: 07474946     EISSN: 15324176     Source Type: Journal    
DOI: 10.1080/07474940701801994     Document Type: Article

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