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Problemy Peredachi Informatsii, 1978, Volume 14, Issue 4, Pages 102–105
(Mi ppi1563)
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Сorrespondence
On Convergence of Delay Time Distribution in Two Problems of Sequential Analysis
M. Ya. Kelbert
Abstract:
The “discrepancy” problem, namely that of most rapid detection of a violation of steady-state conditions, is considered here. It is shown that the mean and distribution of the delay time converge when a continuous scheme is approximated by discrete schemes. Similar results are obtained in the problem of successive discrimination of two simple hypotheses.
Received: 01.04.1977
Citation:
M. Ya. Kelbert, “On Convergence of Delay Time Distribution in Two Problems of Sequential Analysis”, Probl. Peredachi Inf., 14:4 (1978), 102–105; Problems Inform. Transmission, 14:4 (1978), 310–312
Linking options:
https://www.mathnet.ru/eng/ppi1563 https://www.mathnet.ru/eng/ppi/v14/i4/p102
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Abstract page: | 154 | Full-text PDF : | 70 |
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