A lower bound on the ARL to detection of a change with a probability constraint on false alarm (Q1922416)

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A lower bound on the ARL to detection of a change with a probability constraint on false alarm
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    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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