A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (Q3200398): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:08, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence |
scientific article |
Statements
A Nonparametric Method for Fastest Detection of a Change in the Mean of a Random Sequence (English)
0 references
1987
0 references
change point problem
0 references
nonparametric procedure
0 references
discrete stochastic process
0 references
stopping strategy
0 references
minimum mean delay time
0 references
probability of false alarm
0 references
asymptotic optimality
0 references
