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 |
|---|---|
| Pages (from-to) | 1155-1165 |
| Journal | Annals of Statistics |
| Volume | 21 |
| Issue number | 3 |
| DOIs | |
| State | Published - 1993 |