Abstract:
This paper deals with the application of Wald’s sequential analysis to the problem of locating the target (the disorder) that may appear with equal probability along any one of $N$ directions on the background of steady-state conditions of observation, in which the target is absent. An expression (3) is found for the mean delay time $\tau(\mathbf{T};N)$ for locating the target, which depends on the number of directions $N$ and the mean period $\mathbf{T}$ between two successive false alarms.
Citation:
A. N. Shiryaev, “On Discovering Disorder in a Manufacturing Process. I”, Teor. Veroyatnost. i Primenen., 8:3 (1963), 264–281; Theory Probab. Appl., 8:3 (1963), 247–265