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December 1, 1971The Annals of Mathematical Statistics1,378 citationsOpen Access

Procedures for Reacting to a Change in Distribution

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GLG. Lorden

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Abstract

A problem of optimal stopping is formulated and simple rules are proposed which are asymptotically optimal in an appropriate sense. The problem is of central importance in quality control and also has applications in reliability theory and other areas.

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G. Lorden (1971) studied this question.

synapsesocial.com/papers/6a1bc9fe4ebd09f3dfa90438https://doi.org/10.1214/aoms/1177693055
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Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

  1. 1Test Procedures for Possible Changes in Parameters of Statistical Distributions Occurring at Unknown Time Points1966 · 136 citations
  2. 2Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time1964 · 524 citations
  3. 3A test for a change in a parameter occurring at an unknown point1955 · 644 citations
  4. 4Asymptotic Shapes of Bayes Sequential Testing Regions1962 · 122 citations
  5. 5Asymptotically Optimum Properties of Certain Sequential Tests1968 · 20 citations