Sequential monitoring of a Bernoulli sequence when the pre-change parameter is unknown

DOI10.1007/s00180-012-0311-7zbMath1305.65073arXiv1212.6020OpenAlexW3103350951MaRDI QIDQ2255832

Niall M. Adams, Dimitris K. Tasoulis, Gordon J. Ross

Publication date: 18 February 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1212.6020

zbMATH Keywords

process controlbinomial change detection

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items (4)

Novel semi-metrics for multivariate change point analysis and anomaly detection ⋮ Exact change point detection with improved power in small‐sample binomial sequences ⋮ Equivalence relations and \(L^p\) distances between time series with application to the black summer Australian bushfires ⋮ A new measure between sets of probability distributions with applications to erratic financial behavior

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• Inference about the change-point in a sequence of binomial variables
• Procedures for Reacting to a Change in Distribution
• Run length distributions for estimated attributes charts

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