A dynamic sampling approach for detecting a change in distribution

DOI10.1214/AOS/1176350702zbMath0658.62092OpenAlexW2093977447MaRDI QIDQ1111290

David Assaf

Publication date: 1988

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350702

zbMATH Keywords

exponential distributiondiffusion processexpected delaydynamic samplingprobability of false alarmdetecting a changedrift of Brownian motion

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Brownian motion (60J65) Optimal stochastic control (93E20) Inference from stochastic processes (62M99) Diffusion processes (60J60) Sequential statistical design (62L05) Optimal stopping in statistics (62L15)

Related Items (13)

Principles of Optimal Sequential Planning ⋮ Discord Detection For A Process With A Predefined Interval Of Observations ⋮ Dynamic sampling plans in on‐line control charts ⋮ Estimating the state of a noisy continuous time Markov chain when dynamic sampling is feasible ⋮ Adaptive sampling for detecting a change point in the past ⋮ Control charts applying a general sequential test at each sampling point ⋮ Data-Efficient Quickest Change Detection with On–Off Observation Control ⋮ Time sequential testing with fixed study time ⋮ Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich ⋮ Discussion on “Sequential Design and Estimation in Heteroscedastic Nonparametric Regression” by Sam Efromovich ⋮ Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals ⋮ Change-point problems: bibliography and review ⋮ Imperfect surveillance schemes for detecting a change in the distribution of a stationary process. the markovian case

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