Optimal detection of a change in distribution
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Publication:1062715
DOI10.1214/AOS/1176346587zbMath0573.62074OpenAlexW2166426063MaRDI QIDQ1062715
Publication date: 1985
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346587
quality controlchange point problemcontrol chartsalmost minimax ruleBayes risk efficientlimit of Bayes rulesoptimal detection rule
Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Applications of statistics in engineering and industry; control charts (62P30) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)
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