Detecting changes in probabilities of a multi—component process

DOI10.1080/07474949508836344zbMATH Open0838.62067OpenAlexW1533055662MaRDI QIDQ4865174FDOQ4865174

Authors: Rasul A. Khan 

Publication date: 4 June 1996

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474949508836344

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• scientific article; zbMATH DE number 3969954
• Publication:5750233

zbMATH Keywords

Laplace transformaverage run lengthasymptotic approximationARLcusum proceduremulti-component processcumulative sum stopping timedetecting changes in probabilities

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Asymptotic distribution theory in statistics (62E20) Sequential statistical analysis (62L10)

Cites Work

• Title not available (Why is that?)
• Extreme Values in the GI/G/1 Queue
• A stopped Brownian motion formula
• Convergence of some expected first passage times
• Asymptotic behaviour of a stopping time related to cumulative sum procedures and single-server queues

Cited In (16)

• Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
• Asymptotic properties for the sequential CUSUM procedure
• Authors' response
• Title not available (Why is that?)
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
• FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME
• A probabilistic analysis of the trading the line strategy
• Sequential Change-Point Detection in State-Space Models
• Distributional Properties of CUSUM Stopping Times
• Distributional Properties of CUSUM Stopping Times and Stopped Processes
• Detection of intrusions in information systems by sequential change-point methods
• Methods of detecting instants of change of random process properties
• Byzantine Fault Tolerant Distributed Quickest Change Detection
• Detecting changes in a multivariate renewal process
• A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim

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