The Optimality in Non-Bayesian Change-Point Detection for Finite Observation Sequence
This paper studies the non-Bayesian change-point detection of finite dependent sam-ples sequence.By presenting the nonnegative dynamic random control limits,we not only con-structed and proved two optimal control charts,but also obtained the expressions for the minimum values of Lorden's measure and Pollak's measure that are easier to calculate than the original def-inition.
optimal control chartnon-Bayesian change-point detectiondependent observation sequence
万方数据
维普
