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Numerical Determination of the Distributions of Stopping Variables Associated with Sequential Procedures for Detecting Epochs of Shift in Distributions of Discrete Random Variables

机译：用于检测离散随机变量分布中移位时间序列的停止变量分布的数值确定

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摘要

Algorithms for the determination of the distribution functions of stopping variables are developed, for three types of sequential detection procedure. The first type is a Bayes quickest detection procedure. The second type is based on the crossing of linear boundaries by sample sums. The third type is a one-sided CUSUM control procedure. Approximations which particularly designed for computer application are given for the first type of stopping variables. Wiener process approximations, which significantly reduce the amount of computations required for the other two types of variables, are given. (Author)

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作者
Zacks, S.;
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年度 1973
页码 p.1-23
总页数 23
原文格式 PDF
正文语种 eng
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关键词
Sequential analysis ; Distribution functions ; Random variables ; Sampling ; Stochastic processes ; Approximation(Mathematics) ; Tables;

机译：顺序分析;分布函数;随机变量;抽样;随机过程;逼近（数学）;表格;

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专利

1. A GAME RELATED TO OPTIMAL STOPPING OF TWO SEQUENCES OF INDEPENDENT RANDOM VARIABLES HAVING DIFFERENT DISTRIBUTIONS [J] . VLADIMIR V. MAZALOV Mathematica Japonicae . 1996,第1期

机译：与最优停止两个具有不同分布的独立随机变量序列有关的游戏
2. AN ESTIMATE OF THE ABSOLUTE CONSTANT IN THE INEQUALITY FOR THE UNIFORM DISTANCE BETWEEN THE DISTRIBUTIONS OF SEQUENTIAL SUMS OF INDEPENDENT RANDOM VARIABLES [J] . E. L. Maistrenko Journal of Mathematical Sciences . 2018,第6期

机译：独立随机变量序列和分布的均匀距离不等式中的绝对常数的一个估计
3. A class of discrete distributions arising from difference of two random variables [J] . S.H. Ong, K. Shimizu, Choung Min Ng Computational statistics & data analysis . 2008,第3期

机译：一类由两个随机变量之差引起的离散分布
4. Characterizing distributions of discrete bivariate random variables for simulation and evaluation of solution methods [C] . Moore, B.A., Peterson, . 1990

机译：表征离散二元随机变量的分布，用于求解方法的仿真和评估
5. Distribution of a Sum of Random Variables When the Sample Size is a Poisson Distribution [D] . Pfister, Mark 2018

机译：样本大小为泊松分布时随机变量总和的分布
6. Estimating the divergence point: a novel distributional analysis procedure for determining the onset of the influence of experimental variables [O] . Eyal M. Reingold, Heather Sheridan 2014

机译：估计分歧点：一种新颖的分布分析程序用于确定实验变量影响的开始时间
7. The Application of Mixtures of Shifted Distributions with Uniform Distribution of the Shift Value for Modeling Perforated Random Variables. [O] . A.I. Krasilnikov 2018

机译：换档分布混合物的应用，均匀分布换档值，用于建模穿孔随机变量。
8. Explicit Formulate for the Distributions of Stopping Variables under Wald's Truncated SPRT (Sequential Probability Ratio Tests) for a Poisson Process [R] . Zacks, S. 1987

机译：用于泊松过程的Wald截断spRT（序贯概率比测试）下停止变量分布的显式公式

Numerical Determination of the Distributions of Stopping Variables Associated with Sequential Procedures for Detecting Epochs of Shift in Distributions of Discrete Random Variables

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