Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm

DOI10.1214/AOS/1176349255zbMath0786.62081OpenAlexW2053892817MaRDI QIDQ1314449

Moshe Pollak, Ya'acov Ritov, David Assaf, Benjamin Yakir

Publication date: 26 April 1994

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

Full work available at URL: https://doi.org/10.1214/aos/1176349255

zbMATH Keywords

optimalityquality controlcontrol chartschange-point detectionaverage run lengthnormal meandynamic samplingprobability of false alarmbounded expected delayexpectation constraintfixed sampling ratesurveillance schemes

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05)

Related Items (3)

Principles of Optimal Sequential Planning ⋮ Discord Detection For A Process With A Predefined Interval Of Observations ⋮ Data-Efficient Quickest Change Detection with On–Off Observation Control

This page was built for publication: Detecting a change of a normal mean by dynamic sampling with a probability bound on a false alarm