Optimal Stopping Times for Detecting Changes in Distributions

1986-12-01articleThe Annals of Statistics1,022 citationsbronze

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Advanced Statistical Process Monitoring Probability and Statistical Research Statistical Methods and Inference

Abstract

It is shown that Page's stopping time is optimal for the detection of changes in distributions, in a well defined sense. This work is a generalization of an existing result where it was shown that Page's stopping time is optimal asymptotically.

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References

1954CONTINUOUS INSPECTION SCHEMES

1971Procedures for Reacting to a Change in Distribution

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