On-line detection of a part of a sequence with unspecified distribution (Q951210): Difference between revisions
From MaRDI portal
EloiFerrer (talk | contribs) Changed label, description and/or aliases in en, and other parts |
EloiFerrer (talk | contribs) Merged Item from Q4620251 |
||||||||||||||
aliases / en / 0 | aliases / en / 0 | ||||||||||||||
Unspecified distributions in single disorder problem | |||||||||||||||
description / en | description / en | ||||||||||||||
scientific article; zbMATH DE number 7015551 | |||||||||||||||
Property / title | |||||||||||||||
Unspecified distributions in single disorder problem (English) | |||||||||||||||
Property / title: Unspecified distributions in single disorder problem (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Open document ID | |||||||||||||||
Property / zbMATH Open document ID: 1420.91347 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / DOI | |||||||||||||||
Property / DOI: 10.1002/asmb.2317 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / published in | |||||||||||||||
Property / published in: Applied Stochastic Models in Business and Industry / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / publication date | |||||||||||||||
8 February 2019
| |||||||||||||||
Property / publication date: 8 February 2019 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 91B64 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 91B62 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / Mathematics Subject Classification ID | |||||||||||||||
Property / Mathematics Subject Classification ID: 60J20 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH DE Number | |||||||||||||||
Property / zbMATH DE Number: 7015551 / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
change point detection | |||||||||||||||
Property / zbMATH Keywords: change point detection / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
disorder problem | |||||||||||||||
Property / zbMATH Keywords: disorder problem / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
sequential detection | |||||||||||||||
Property / zbMATH Keywords: sequential detection / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
Shiryaev procedure | |||||||||||||||
Property / zbMATH Keywords: Shiryaev procedure / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / zbMATH Keywords | |||||||||||||||
statistical quality control | |||||||||||||||
Property / zbMATH Keywords: statistical quality control / rank | |||||||||||||||
Normal rank | |||||||||||||||
Property / OpenAlex ID | |||||||||||||||
Property / OpenAlex ID: W2791433366 / rank | |||||||||||||||
Normal rank |
Revision as of 16:21, 2 May 2024
scientific article; zbMATH DE number 7015551
- Unspecified distributions in single disorder problem
Language | Label | Description | Also known as |
---|---|---|---|
English | On-line detection of a part of a sequence with unspecified distribution |
scientific article; zbMATH DE number 7015551 |
|
Statements
On-line detection of a part of a sequence with unspecified distribution (English)
0 references
Unspecified distributions in single disorder problem (English)
0 references
30 October 2008
0 references
8 February 2019
0 references
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.
0 references
optimal stopping
0 references
Markov process
0 references
change point detection
0 references
disorder problem
0 references
sequential detection
0 references
Shiryaev procedure
0 references
statistical quality control
0 references