Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables

DOI10.1080/07474946.2022.2092137OpenAlexW4295812917MaRDI QIDQ5043683FDOQ5043683

Marlo Brown

Publication date: 6 October 2022

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

Full work available at URL: https://doi.org/10.1080/07474946.2022.2092137

zbMATH Keywords

change-point detectiondynamic programmingBayesian stopping rulesgradual changes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• CONTINUOUS INSPECTION SCHEMES
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• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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• Inference about the change-point in a sequence of binomial variables
• On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
• Sequential testing of gradual changes in the drift of a stochastic process
• Detection of intrusions in information systems by sequential change-point methods
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• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Monitoring a Poisson process subject to gradual changes in the arrival rates where the arrival rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates
• Monitoring a Poisson process in several categories subject to changes in the arrival rates
• A note on estimating the change-point of a gradually changing stochastic process
• Sequential detection of gradual changes in the location of a general stochastic process

Cited In (2)

• Monitoring a sequence of Bernoulli random variables subject to gradual changes in the success rates where the success rates are unknown
• Monitoring a Poisson process subject to gradual changes in the arrival rates

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