Abstract:
Bayes' and variation problems of detection of “disorder” by means of methods of the sequential analysis are considered.
In the case of Bayes' approach we determine the optimum value of boundary a (Theorem 1). Theorem 2 contains the formula for the level Ь given the probability of the false alarm α.
Citation:
A. N. Shiryaev, “Some explicit formulae in a problem on “disorder””, Teor. Veroyatnost. i Primenen., 10:2 (1965), 380–385; Theory Probab. Appl., 10:2 (1965), 348–354
\Bibitem{Shi65}
\by A.~N.~Shiryaev
\paper Some explicit formulae in a~problem on ``disorder''
\jour Teor. Veroyatnost. i Primenen.
\yr 1965
\vol 10
\issue 2
\pages 380--385
\mathnet{http://mi.mathnet.ru/tvp535}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=184791}
\zmath{https://zbmath.org/?q=an:0139.36003}
\transl
\jour Theory Probab. Appl.
\yr 1965
\vol 10
\issue 2
\pages 348--354
\crossref{https://doi.org/10.1137/1110043}
Linking options:
https://www.mathnet.ru/eng/tvp535
https://www.mathnet.ru/eng/tvp/v10/i2/p380
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