Discussion on ``Sequential detection/isolation of abrupt changes by Igor V. Nikiforov

DOI10.1080/07474946.2016.1206366zbMATH Open1356.62117OpenAlexW2520665982MaRDI QIDQ5890983FDOQ5890983

Authors: Michael Baron, S. Zacks 

Publication date: 28 October 2016

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

Full work available at URL: https://doi.org/10.1080/07474946.2016.1206366

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zbMATH Keywords

contaminationdetection delayfalse alarm ratelossminimax rulesBayes optimality

Mathematics Subject Classification ID

Bayesian inference (62F15) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15)

Cites Work

• Procedures for Reacting to a Change in Distribution
• Average run lengths of an optimal method of detecting a change in distribution

Cited In (8)

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