Average run length to false alarm for surveillance schemes designed with partially specified pre-change distribution
نویسندگان
چکیده
منابع مشابه
On the Average Run Length to False Alarm in Surveillance Problems which Possess an Invariance Structure
Surveillance can be based, in some change-point detection problems, on a sequence of invariant statistics. Gordon and Pollak (1997) prove that, under certain conditions, the Average Run Length (ARL) to false alarm of invariance-based Shiryayev-Roberts detection schemes is asymptotically the same as that of the dual classical scheme that is based on the original sequence of observations. In this...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1997
ISSN: 0090-5364
DOI: 10.1214/aos/1069362749