DYNAMIC SAMPLING PROCEDURES FOR DETECTING A CHANGE IN THE DRIFT OF BROWNIAN-MOTION - A NON-BAYESIAN MODEL

被引：8

作者：

ASSAF, D ^{[1
]}

RITOV, Y ^{[1
]}

机构：

[1] UNIV PENN,WHARTON SCH,DEPT STAT,PHILADELPHIA,PA 19104

来源：

ANNALS OF STATISTICS | 1989年 / 17卷 / 02期

关键词：

D O I：

10.1214/aos/1176347143

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：793 / 800

页数：8

共 10 条

[1] A DYNAMIC SAMPLING APPROACH FOR DETECTING A CHANGE IN DISTRIBUTION [J].

ASSAF, D .

ANNALS OF STATISTICS, 1988, 16 (01) :236-253

[2]

ASSAF D, 1988, BIOMETRIKA, V75, P715

[3] PROCEDURES FOR REACTING TO A CHANGE IN DISTRIBUTION [J].

LORDEN, G .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (06) :1897-&

[4] CONTINUOUS INSPECTION SCHEMES [J].

PAGE, ES .

BIOMETRIKA, 1954, 41 (1-2) :100-&

[5]

POLLAK M, 1985, BIOMETRIKA, V72, P267

[6] A COMPARISON OF SOME CONTROL CHART PROCEDURES [J].

ROBERTS, SW .

TECHNOMETRICS, 1966, 8 (03) :411-&

[7]

Shiryayev A.N., 1963, THEOR PROBAB APPL+, V8, P26

[8]

Siegmund D., 1985, SEQUENTIAL ANAL TEST

[9]

VANBRUYN CSV, 1968, CUMULATIVE SUM TEST

[10] INTERNAL QUALITY-CONTROL OF RADIOIMMUNOASSAYS - MONITORING OF ERROR [J].

WILSON, DW ;

GRIFFITHS, K ;

KEMP, KW ;

NIX, ABJ ;

ROWLANDS, RJ .

JOURNAL OF ENDOCRINOLOGY, 1979, 80 (03) :365-372

← 1 →