Unspecified distributions in single disorder problem
نویسندگان
چکیده
منابع مشابه
Unspecified distribution in single disorder problem
We register a stochastic sequence affected by one disorder. Monitoring of the sequence is made in the circumstances when not full information about distributions before and after the change is available. The initial problem of disorder detection is transformed to optimal stopping of observed sequence. Formula for optimal decision functions is derived.
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ژورنال
عنوان ژورنال: Applied Stochastic Models in Business and Industry
سال: 2018
ISSN: 1524-1904
DOI: 10.1002/asmb.2317