A multiple hypothesis testing approach to detection changes in distribution

DOI10.3103/S1066530719020054zbMath1426.62232OpenAlexW2966594124MaRDI QIDQ2322948

Yanyan Li

Publication date: 29 August 2019

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3103/s1066530719020054

zbMATH Keywords

stopping timefalse alarm probabilitymultiple hypothesis testingaverage detection delayBayes stopping timeCUSUM method

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
• Optimal stopping times for detecting changes in distributions
• Quickest detection of drift change for Brownian motion in generalized Bayesian and minimax settings
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution
• A Bayes Approach to a Quality Control Model
• CONTINUOUS INSPECTION SCHEMES
• Sequential Tests of Statistical Hypotheses
• On an Equation of Wald
• On Cumulative Sums of Random Variables

This page was built for publication: A multiple hypothesis testing approach to detection changes in distribution