An Accurate Method for Determining the Pre-Change Run Length Distribution of the Generalized Shiryaev-Roberts Detection Procedure - Polunchenko, Aleksey S.; Sokolov, Grigory; Du, Wenyu (Sequential analysis, 2014)
Keywords: Accuracy; Asymptotic properties; Basis functions; False alarms; Fredholm integral equations of the second kind; Mathematical models; Normal distribution; Numerical analysis; Robustness; Sequential analysis; Sequential change-point detection; Shiryaev-Roberts procedure; Shiryaev-Roberts-r procedure; Statistical methods; Statistics; Surges