High moments of two optimal rules of detecting a change in distributions

DOI10.1007/BF02559988zbMATH Open0773.60032MaRDI QIDQ5288865FDOQ5288865

Authors: Jian Zhang 

Publication date: 25 October 1993

Published in: Acta Mathematica Sinica, English Series (Search for Journal in Brave)

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zbMATH Keywords

stopping ruleasymptotically optimal rules of detecting a change in distributions

Mathematics Subject Classification ID

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

Cites Work

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• Title not available (Why is that?)
• An approach to the probability distribution of cusum run length
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• A diffusion process and its applications to detecting a change in the drift of Brownian motion
• Sampling inspection of continuous processes with no autocorrelation between successive results
• The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
• On the Markov Chain Approach to the Two-Sided CUSUM Procedure
• The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables

Cited In (1)

• A double recursion for calculating moments of the truncated normal distribution and its connection to change detection

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