## Abstract

We show that when dynamic sampling is feasible, there exist surveil-

lance schemes for which the probability of a false alarm is bounded and

which have a bounded expected delay when detecting a (true) change. In

the case of detecting a change of a normal mean, we probe optimality and

suggest procedures. These procedures compare favorably to those having a

fixed sampling rate which have been developed for an expectation constraint on the average run length until a false alarm

lance schemes for which the probability of a false alarm is bounded and

which have a bounded expected delay when detecting a (true) change. In

the case of detecting a change of a normal mean, we probe optimality and

suggest procedures. These procedures compare favorably to those having a

fixed sampling rate which have been developed for an expectation constraint on the average run length until a false alarm

Original language | American English |
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Pages (from-to) | 1155-1165 |

Journal | Annals of Statistics |

Volume | 21 |

Issue number | 3 |

DOIs | |

State | Published - 1993 |