Unspecified distribution in single disorder problem
نویسندگان
چکیده
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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ورودعنوان ژورنال:
- CoRR
دوره abs/0903.5341 شماره
صفحات -
تاریخ انتشار 2009