The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables

DOI10.1080/03610928108828185zbMath0482.60046OpenAlexW2021258580MaRDI QIDQ3940576

Shelemyahu Zacks

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/03610928108828185

zbMATH Keywords

detectionaverage run lengthstopping variableprobability of false-alarm

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Martingales with continuous parameter (60G44)

Related Items (5)

High moments of two optimal rules of detecting a change in distributions ⋮ Distributional Properties of CUSUM Stopping Times ⋮ Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei ⋮ Change-point problems: bibliography and review ⋮ FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME

Cites Work

• Wald's approximations to the average run length in cusum procedures
• 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

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