Average run lengths of an optimal method of detecting a change in distribution
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Publication:1095542
DOI10.1214/aos/1176350373zbMath0632.62080OpenAlexW1999907325MaRDI QIDQ1095542
Publication date: 1987
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350373
Monte Carlo studyapproximationsAsymptotic expressionsasymptotic operating characteristicsaverage run lengthsexpected stopping times
Asymptotic distribution theory in statistics (62E20) Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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