An Equation for the a Posteriori Probability of Disorder in a Sequence of Dependent Random Variables and Shiryaev-Optimal Detection of the Time of Occurrence of Disorder (Q4710848)
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scientific article; zbMATH DE number 4275
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| English | An Equation for the a Posteriori Probability of Disorder in a Sequence of Dependent Random Variables and Shiryaev-Optimal Detection of the Time of Occurrence of Disorder |
scientific article; zbMATH DE number 4275 |
Statements
An Equation for the a Posteriori Probability of Disorder in a Sequence of Dependent Random Variables and Shiryaev-Optimal Detection of the Time of Occurrence of Disorder (English)
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25 June 1992
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recursion equation
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optimal stopping rules
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problem of optimal detection
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compound Markov sequence
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0.8522287011146545
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0.821369469165802
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0.8213502764701843
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0.8201125264167786
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