An optimal retrospective change point detection policy (Q3552972)
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scientific article; zbMATH DE number 5697618
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| English | An optimal retrospective change point detection policy |
scientific article; zbMATH DE number 5697618 |
Statements
An Optimal Retrospective Change Point Detection Policy (English)
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22 April 2010
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Shiryayev-Roberts statistic
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average most powerful test
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a-posteriori change point detection
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0.8345763087272644
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0.8324595093727112
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0.8238866329193115
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0.8238866329193115
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