DocumentCode
3007764
Title
A note on a quick-detection problem
Author
Edrington, T.S.
Author_Institution
Sandia Laboratories, Albuquerque, New Mexico
fYear
1974
fDate
20-22 Nov. 1974
Firstpage
751
Lastpage
752
Abstract
The random variables Xi, i = 1, 2, ..., K, are observed sequentially. The distribution of Xi changes at an unknown point i = J. A statistical procedure is developed that announces the change with minimum average delay, subject to a prescribed false-alarm probability. Two suboptimal procedures are mentioned, and a numerical example is given.
Keywords
Delay; Error probability; Laboratories; Monte Carlo methods; Radar detection; Random variables; Statistical analysis; Testing;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control including the 13th Symposium on Adaptive Processes, 1974 IEEE Conference on
Conference_Location
Phoenix, AZ, USA
Type
conf
DOI
10.1109/CDC.1974.270534
Filename
4045327
Link To Document