On a sequential procedure for early detection of change in distribution (О последовательной процедуре скорейшего обнаружения разладки) Conference attendances
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| Participant type | Пленарный | ||
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COMPUTER DATA ANALYSIS AND MODELING:
STOCHASTICS AND DATA SCIENCE 24-27 Sep 2025 , Минск |
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Abstract:
We study properties of the CUSUM procedure in a change point problem. This procedure proposes an algorithm for the fastest detecting change in the distribution of observations. We
obtain estimates in the form of inequalities for the average delay time in reacting to a change in distribution and for the average time to a false alarm.
Cite:
Лотов В.И.
On a sequential procedure for early detection of change in distribution (О последовательной процедуре скорейшего обнаружения разладки)
COMPUTER DATA ANALYSIS AND MODELING: STOCHASTICS AND DATA SCIENCE 24-27 сент. 2025
On a sequential procedure for early detection of change in distribution (О последовательной процедуре скорейшего обнаружения разладки)
COMPUTER DATA ANALYSIS AND MODELING: STOCHASTICS AND DATA SCIENCE 24-27 сент. 2025