Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point
نویسندگان
چکیده
منابع مشابه
Sequential Change Detection Using Adaptive Likelihood Ratio Statistics
This paper is to study how to conduct the sequential change point detection only known the possible region of fault magnitudes but unknown the exact fault magnitude, which is a common situation in reality in process change detection problem. It is well known that sequential change detection using log likelihood ratio statistics has the following optimal properties in error probabilities when co...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1995
ISSN: 0090-5364
DOI: 10.1214/aos/1176324466