Journal ArticleOPEN ACCESS

Optimal Stopping Times for Detecting Changes in Distributions

  • Moustakides G
The Annals of Statistics (2007) 14(4)
DOI: 10.1214/aos/1176350164
N/ACitations
Citations of this article
59Readers
Mendeley users who have this article in their library.

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.

Cite

CITATION STYLE

APA

Moustakides, G. V. (2007). Optimal Stopping Times for Detecting Changes in Distributions. The Annals of Statistics, 14(4). https://doi.org/10.1214/aos/1176350164

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free