Lorden, G. (1971) Procedures for reacting to a change in distribution. Annals of Mathematical Statistics, 42 (6). pp. 1897-1908. ISSN 0003-4851 http://resolver.caltech.edu/CaltechAUTHORS:LORams71
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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.
| Item Type: | Article |
|---|---|
| Additional Information: | Received July 27, 1970. |
| Record Number: | CaltechAUTHORS:LORams71 |
| Persistent URL: | http://resolver.caltech.edu/CaltechAUTHORS:LORams71 |
| Alternative URL: | http://links.jstor.org/sici?sici=0003-4851%28197112%2942%3A6%3C1897%3APFRTAC%3E2.0.CO%3B2-G |
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. |
| ID Code: | 1668 |
| Collection: | CaltechAUTHORS |
| Deposited By: | Tony Diaz |
| Deposited On: | 03 May 2006 |
| Last Modified: | 26 Dec 2012 08:45 |
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