Optimal stopping times for detecting changes in distributions (Q1088353): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1214/aos/1176350164 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1214/AOS/1176350164 / rank | |||
Normal rank | |||
Latest revision as of 15:21, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal stopping times for detecting changes in distributions |
scientific article |
Statements
Optimal stopping times for detecting changes in distributions (English)
0 references
1986
0 references
It is shown that for the detection of changes in distributions a stopping time introduced by \textit{E. S. Page} [Biometrika 41, 100-115 (1954; Zbl 0056.380)] is optimal with respect to a ''minimax type'' criterion proposed by \textit{G. Lorden} [Ann. Math. Stat. 42, 1897-1908 (1971; Zbl 0255.62067)]. Lorden has already proved that Page's stopping time is optimal asymptotically.
0 references
change point problem
0 references
equalizer rules
0 references
detection of changes
0 references
stopping time
0 references
