caa a22 4500 477063160 CHVBK 20180405111406.0 cr unu---uuuuu 170330e19960601xx s 000 0 eng 10.1007/BF00054787 doi (NATIONALLICENCE)springer-10.1007/BF00054787 Empirical Bayes detection of a change in distribution [Elektronische Daten] [Rohana Karunamuni, Shunpu Zhang] The problem of detection of a change in distribution is considered. Shiryayev (1963, Theory Probab. Appl., 8, pp. 22-46, 247-264 and 402-413; 1978, Optimal Stopping Rules, Springer, New York) solved the problem in a Bayesian framework assuming that the prior on the change point is Geometric (p). Shiryayev showed that the Bayes solution prescribes stopping as soon as the posterior probability of the change having occurred exceeds a fixed level. In this paper, a myopic policy is studied. An empirical Bayes stopping time is investigated for detecting a change in distribution when the prior is not completely known. The Institute of Statistical Mathematics, 1996 Empirical Bayes nationallicence change points nationallicence Bayes sequential rules nationallicence stopping times nationallicence statistical process control nationallicence Karunamuni Rohana Department of Mathematical Sciences, University of Alberia, T6G 2G1, Edmonton, Alberta, Canada aut Zhang Shunpu Department of Mathematical Sciences, University of Alberia, T6G 2G1, Edmonton, Alberta, Canada aut Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/2(1996-06-01), 229-246 0020-3157 48:2<229 1996 48 10463 https://doi.org/10.1007/BF00054787 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/BF00054787 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Karunamuni Rohana Department of Mathematical Sciences, University of Alberia, T6G 2G1, Edmonton, Alberta, Canada aut NATIONALLICENCE 700 1- Zhang Shunpu Department of Mathematical Sciences, University of Alberia, T6G 2G1, Edmonton, Alberta, Canada aut NATIONALLICENCE 773 0- Annals of the Institute of Statistical Mathematics Kluwer Academic Publishers 48/2(1996-06-01), 229-246 0020-3157 48:2<229 1996 48 10463 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer