单无序问题中的未定分布
Unspecified distribution in single disorder problem
摘要:
我们记录一个受一种疾病影响的随机序列。在没有关于变更前后分布的完整信息的情况下,对序列进行监测。将无序检测的初始问题转化为观测序列的最优停止问题。导出了最优决策函数的计算公式。
英文摘要:
We register a stochastic sequence affected by one disorder. Monitoring of the sequence is made in the circumstances when not full information about distributions before and after the change is available. The initial problem of disorder detection is transformed to optimal stopping of observed sequence. Formula for optimal decision functions is derived.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。