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 associa

DOI10.1080/03610918008812134zbMath0437.62080OpenAlexW1501868866MaRDI QIDQ3878587

Shelemyahu Zacks

Publication date: 1980

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918008812134

zbMATH Keywords

algorithmsdiscrete random variableWiener process approximationsBayes quickest detection procedureepochs of shiftnumerical convolutionssequential detection stopping variables

Mathematics Subject Classification ID

Sequential estimation (62L12) Optimal stopping in statistics (62L15) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Bayes procedures for detecting a shift in the probability of success in a series of Bernoulli trials ⋮ The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables

Cites Work

• A Class of Sequential Procedures for Choosing One of $K$ Hypotheses Concerning the Unknown Drift Parameter of the Weiner Process
• On Optimum Methods in Quickest Detection Problems

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