Discussion on “Is Average Run Length to False Alarm Always an Informative Criterion?” by Yajun Mei

DOI10.1080/07474940802445816zbMath1319.62167OpenAlexW2032024785MaRDI QIDQ5900487

Boris S. Darkhovsky, B. E. Brodskii

Publication date: 4 December 2008

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

Full work available at URL: https://doi.org/10.1080/07474940802445816

zbMATH Keywords

asymptotic optimalitychange-point detectionsupremal probability of a false decision

Mathematics Subject Classification ID

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

Cites Work

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• Asymptotically optimal methods of change-point detection for composite hypotheses
• Sequential change-point detection when unknown parameters are present in the pre-change distribution
• Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
• Comparative Analysis of Some Nonparametric Methods of Fastest Detection of the Moment of “Disorder” of a Random Sequence