### Optimal Stopping Times for Detecting Changes in Distributions

George V. Moustakides
Source: Ann. Statist. Volume 14, Number 4 (1986), 1379-1387.

#### Abstract

It is shown that Page's stopping time is optimal for the detection of changes in distributions, in a well defined sense. This work is a generalization of an existing result where it was shown that Page's stopping time is optimal asymptotically.

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