Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials

DOI10.1016/0378-3758(81)90021-5zbMath0484.62009OpenAlexW2056944779MaRDI QIDQ1163795

Z. Barzily, Shelemyahu Zacks

Publication date: 1981

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(81)90021-5

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Applications of mathematical programming (90C90) Dynamic programming (90C39) Optimal stopping in statistics (62L15)

Related Items (14)

Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables ⋮ Monitoring a Poisson process in several categories subject to changes in the arrival rates ⋮ Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown ⋮ A note on optimal stopping for possible change in the intensity of an ordinary Poisson process ⋮ Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown ⋮ Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown ⋮ Empirical Bayes detection of a change in distribution ⋮ Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown ⋮ Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals ⋮ A Bayesian Approach to Sequential Surveillance in Exponential Families ⋮ Detecting changes in a Poisson process monitored at random time intervals ⋮ Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei ⋮ Change-point problems: bibliography and review ⋮ Detection of Changes of a Multinomial Process Where the Probability Structure Before and After the Change Is Unknown

Cites Work

• Numerical determination of the distributions of stopping variables associated with sequential procedures for detecting epochs of shift in distributions of discrete random variables numerical determination of the distributions of stopping variables associated with sequential procedures
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Inference about the change-point in a sequence of binomial variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
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