On-line detection of a part of a sequence with unspecified distribution (Q951210): Difference between revisions
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Unspecified distributions in single disorder problem | |||||||||||||||
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scientific article | scientific article; zbMATH DE number 7015551 | ||||||||||||||
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Unspecified distributions in single disorder problem (English) | |||||||||||||||
Property / title: Unspecified distributions in single disorder problem (English) / rank | |||||||||||||||
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Property / zbMATH Open document ID: 1420.91347 / rank | |||||||||||||||
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Property / DOI: 10.1002/asmb.2317 / rank | |||||||||||||||
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Property / published in: Applied Stochastic Models in Business and Industry / rank | |||||||||||||||
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8 February 2019
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Property / publication date: 8 February 2019 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 91B64 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 91B62 / rank | |||||||||||||||
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Property / Mathematics Subject Classification ID: 60J20 / rank | |||||||||||||||
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Property / zbMATH DE Number: 7015551 / rank | |||||||||||||||
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change point detection | |||||||||||||||
Property / zbMATH Keywords: change point detection / rank | |||||||||||||||
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disorder problem | |||||||||||||||
Property / zbMATH Keywords: disorder problem / rank | |||||||||||||||
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sequential detection | |||||||||||||||
Property / zbMATH Keywords: sequential detection / rank | |||||||||||||||
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Shiryaev procedure | |||||||||||||||
Property / zbMATH Keywords: Shiryaev procedure / rank | |||||||||||||||
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statistical quality control | |||||||||||||||
Property / zbMATH Keywords: statistical quality control / rank | |||||||||||||||
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Property / OpenAlex ID: W2079165477 / rank | |||||||||||||||
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Property / OpenAlex ID: W2791433366 / rank | |||||||||||||||
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Property / arXiv ID: 0903.5341 / rank | |||||||||||||||
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Property / cites work: Probability maximizing approach to optimal stopping and its application to a disorder problem / rank | |||||||||||||||
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Property / cites work: On a generalized disorder problem / rank | |||||||||||||||
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Property / cites work: Q3136820 / rank | |||||||||||||||
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Latest revision as of 19:23, 28 June 2024
scientific article; zbMATH DE number 7015551
- Unspecified distributions in single disorder problem
Language | Label | Description | Also known as |
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English | On-line detection of a part of a sequence with unspecified distribution |
scientific article; zbMATH DE number 7015551 |
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Statements
On-line detection of a part of a sequence with unspecified distribution (English)
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Unspecified distributions in single disorder problem (English)
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30 October 2008
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8 February 2019
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A discrete time Markov process is observed. At two random moments \(\theta _{1}, \theta _{2}\), where \(\theta _{1}< \theta _{2}\), the distribution of the observed sequence changes. The distribution is assumed to be known before \(\theta _{1}\) and after \(\theta _{2}\), but between these instants is unknown, chosen randomly from a finite set of distributions. The optimal stopping rule for stopping the observations between the disorders \(\theta _{1}\) and \(\theta _{2}\) is identified.
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optimal stopping
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Markov process
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change point detection
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disorder problem
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sequential detection
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Shiryaev procedure
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statistical quality control
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