A lower bound on the ARL to detection of a change with a probability constraint on false alarm (Q1922416)
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scientific article; zbMATH DE number 922150
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| default for all languages | No label defined |
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| English | A lower bound on the ARL to detection of a change with a probability constraint on false alarm |
scientific article; zbMATH DE number 922150 |
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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0.8032828569412231
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0.8032828569412231
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0.7782087922096252
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0.7665964961051941
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0.7633568644523621
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