Bayesian Detection of Changes of a Poisson Process Monitored at Discrete Time Points Where the Arrival Rates are Unknown

DOI10.1080/07474940701801994zbMath1255.60069OpenAlexW2045799160MaRDI QIDQ5458028

Marlo Brown

Publication date: 10 April 2008

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940701801994

zbMATH Keywords

dynamic programmingriskPoisson processeschange-point detectionBayesian stopping rulesunknown arrival rates

Mathematics Subject Classification ID

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

Related Items (6)

Compound Poisson disorder problem with uniformly distributed disorder time ⋮ Detecting changes in a Poisson process monitored at uneven time intervals where the arrival rates are unknown ⋮ Detection of Changes of Multiple Poisson Processes Monitored at Discrete Time Points Where the Arrival Rates are Unknown ⋮ Detecting Changes in a Poisson Process Monitored at Unequal Discrete Time Intervals ⋮ Detecting changes in a Poisson process monitored at random time intervals ⋮ Semiparametric Surveillance of Monotonic Changes

Cites Work

• 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
• A Bayesian approach to inference about a change-point in a sequence of random variables
• Optimal Detection of a Change Point in a Poisson Process for Different Observation Schemes
• Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points
• Inference about the change-point in a sequence of binomial variables
• Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time

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