2021/04/06 by Jack Noonan, Noonan, Jack
Decision Sciences · #Advanced Statistical Process Monitoring #FOS: Mathematics #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.2104.02734
openalex publication_date 2021/04/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We consider a popular online change-point problem of detecting a transient change in distributions of i.i.d. random variables. For this change-point problem, several change-point procedures are formulated and some advanced results for a particular procedure are surveyed. Some new approximations for the average run length to false alarm are offered and the power of these procedures for detecting a transient change in mean of a sequence of normal random variables is compared.