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Teoriya Veroyatnostei i ee Primeneniya, 1965, Volume 10, Issue 2, Pages 380–385
(Mi tvp535)
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This article is cited in 25 scientific papers (total in 25 papers)
Short Communications
Some explicit formulae in a problem on “disorder”
A. N. Shiryaev Moscow
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 $\mathfrak a$ (Theorem 1). Theorem 2 contains the formula for the level Ь given the probability of the false alarm $\alpha$.
Received: 06.01.1965
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
Linking options:
https://www.mathnet.ru/eng/tvp535 https://www.mathnet.ru/eng/tvp/v10/i2/p380
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