A note on the run length of false alarm of a change-point detection policy (Q1895359)
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scientific article; zbMATH DE number 786214
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| English | A note on the run length of false alarm of a change-point detection policy |
scientific article; zbMATH DE number 786214 |
Statements
A note on the run length of false alarm of a change-point detection policy (English)
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2 January 1996
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new proof
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average run length to false alarm
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Shiryayev-Roberts change- point detection policy
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lattice case
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mixed-type Shiryayev-Roberts scheme
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renewal theory
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0.93188965
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0.89305925
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0.8693708
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0.8668732
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0.86100805
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