OPTIMAL STOPPING-TIMES FOR DETECTING CHANGES IN DISTRIBUTIONS

被引：662

作者：

MOUSTAKIDES, GV

机构：

来源：

关键词：

D O I：

10.1214/aos/1176350164

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1379 / 1387

页数：9

共 7 条

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[4] CONTINUOUS INSPECTION SCHEMES [J].

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[5] OPTIMAL DETECTION OF A CHANGE IN DISTRIBUTION [J].

POLLAK, M .

[6]

Shiryayev A. N., 1978, OPTIMAL STOPPING RUL

[7]

SIEGMUND D, 1975, J ROY STAT SOC B MET, V37, P394