Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals

DOI10.1080/03610910902936257zbMath1175.62087OpenAlexW1973548050MaRDI QIDQ3645002

Marlo Brown

Publication date: 16 November 2009

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910902936257

zbMATH Keywords

dynamic programmingriskPoisson processeschange-point detectionBayesian stopping rulesuneven time intervals

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of mathematical programming (90C90) Dynamic programming (90C39) Optimal stopping in statistics (62L15)

Related Items (2)

Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown ⋮ Detecting changes in a Poisson process monitored at random time intervals

Cites Work

• Optimal detection of a change in distribution
• A dynamic sampling approach for detecting a change in distribution
• Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials
• A note on optimal stopping for possible change in the intensity of an ordinary Poisson process
• Exact Determination of the Run Length Distribution of a One-Sided CUSUM Procedure Applied on an Ordinary Poisson Process
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown
• On Optimum Methods in Quickest Detection Problems
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
• Procedures for Reacting to a Change in Distribution
• A Bayes Approach to a Quality Control Model
• CONTINUOUS INSPECTION SCHEMES

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