Optimal Stopping Times for Detecting Changes in Distributions

19861,022 citationsJournal Articlebronze Open Access

Authors

George V. Moustakides · Signal Processing (United States)

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.

Topics & Keywords

Advanced Statistical Process Monitoring Scientific Measurement and Uncertainty Evaluation

Publication Details

Published in: The Annals of Statistics

Volume 14, Issue 4

DOI: 10.1214/aos/1176350164

Field-Weighted Citation Impact: 3.04

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Optimal Stopping Times for Detecting Changes in Distributions

Authors

Abstract

Topics & Keywords

Publication Details