An efficient sequential nonparametric scheme for detecting a change of distribution

DOI10.1214/aos/1176325495zbMath0816.62066OpenAlexW2044558155MaRDI QIDQ1339691

Moshe Pollak, Louis Gordon

Publication date: 3 July 1995

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176325495

zbMATH Keywords

signsinequalitieslikelihood ratioCUSUMranksMonte Carlo resultsrelative efficiencyasymptotic approximationschangepoint detectionoperating characteristicsaverage run lengthsdeparture from the standard staterate of false alarmsrobust method of detection

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical analysis (62L10) Nonparametric inference (62G99)

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