Numerical determination of the distributions of stopping variables associated with sequential procedures for detecting epochs of shift in distributions of discrete random variables numerical determination of the distributions of stopping variables associa

DOI10.1080/03610918008812134MaRDI QIDQ3878587zbMATH OpenOpenAlexFDO

Authors S. Zacks

Publication date 1980

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918008812134

zbMATH Keywords

algorithmsBayes quickest detection procedurediscrete random variableepochs of shiftnumerical convolutionssequential detection stopping variablesWiener process approximations

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15) Probabilistic methods, stochastic differential equations (65C99)

Cites work

• A Class of Sequential Procedures for Choosing One of K Hypotheses Concerning the Unknown Drift Parameter of the Weiner Process
• On Optimum Methods in Quickest Detection Problems

Cited in

(2)

• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables

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