Monitoring a Bernoulli process subject to gradual changes in the success rates of a sequence of Bernoulli random variables

• Published in: Sequential analysis Vol. 41; no. 3; pp. 310 - 324
• Main Author: Brown, Marlo
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 30.09.2022; Taylor & Francis Ltd
• Subjects: Bayesian stopping rules; change-point detection; dynamic programming; False alarms; gradual changes; Random variables

We look at a sequence of Bernoulli random variables where the success rates change from θ 1 to θ 2 . We will assume that both the success rates before and after the change are known. We also assume that this change does not happen abruptly but gradually over a period of time η where η is known. We c...