Accession Number : AD0755758

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

Descriptive Note : Technical rept.,

Corporate Author : CASE WESTERN RESERVE UNIV CLEVELAND OHIO DEPT OF MATHEMATICS AND STATISTICS

Personal Author(s) : Zacks,S.

Report Date : 01 FEB 1973

Pagination or Media Count : 23

Abstract : 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)

Descriptors :   (*SEQUENTIAL ANALYSIS, DISTRIBUTION FUNCTIONS), RANDOM VARIABLES, SAMPLING, STOCHASTIC PROCESSES, APPROXIMATION(MATHEMATICS), TABLES(DATA)

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE