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.
关键词
最优控制图/非贝叶斯变点监测/相依样本序列
Key words
optimal control chart/non-Bayesian change-point detection/dependent observation sequence
维普
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