High moments of two optimal rules of detecting a change in distributions
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Publication:5288865
DOI10.1007/BF02559988zbMath0773.60032MaRDI QIDQ5288865
Publication date: 25 October 1993
Published in: Acta Mathematica Sinica (Search for Journal in Brave)
60G40: Stopping times; optimal stopping problems; gambling theory
62L15: Optimal stopping in statistics
Cites Work
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- On the Markov Chain Approach to the Two-Sided CUSUM Procedure
- The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
- 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 probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables
- An approach to the probability distribution of cusum run length