A lower bound on the ARL to detection of a change with a probability constraint on false alarm (Q1922416): Difference between revisions
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| Property / DOI: 10.1214/aos/1033066219 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1214/aos/1033066219 / rank | |||
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| Property / OpenAlex ID: W2087561340 / rank | |||
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| Property / cites work: Random difference equations and renewal theory for products of random matrices / rank | |||
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| Property / cites work: Approximations to the expected sample size of certain sequential tests / rank | |||
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| Property / DOI: 10.1214/AOS/1033066219 / rank | |||
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Latest revision as of 12:58, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lower bound on the ARL to detection of a change with a probability constraint on false alarm |
scientific article |
Statements
A lower bound on the ARL to detection of a change with a probability constraint on false alarm (English)
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7 January 1997
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inequality
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probability of false alarm
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change-point detection
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average run length to detection
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lower bound on the rate of detection
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