The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 42, Number 6 (1971), 1897-1908.
Procedures for Reacting to a Change in Distribution
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.
Ann. Math. Statist., Volume 42, Number 6 (1971), 1897-1908.
First available in Project Euclid: 27 April 2007
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Lorden, G. Procedures for Reacting to a Change in Distribution. Ann. Math. Statist. 42 (1971), no. 6, 1897--1908. doi:10.1214/aoms/1177693055. https://projecteuclid.org/euclid.aoms/1177693055