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摘要翻译：
我们考虑了一个简单的变点问题集，其中观测量是独立的，iid前变和iid后变，且前变和后变分布已知。已知Shiryaev-Roberts检测过程是渐近极小极大的，其最大期望检测时延受平均游程到虚警的一个界的影响，当虚警达到无穷大时。这里我们给出了Shiryaev-Roberts过程的其它最优性性质。
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英文标题：
《On Optimality Properties of the Shiryaev-Roberts Procedure》
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作者：
Moshe Pollak (The Hebrew University of Jerusalem) and Alexander G.
Tartakovsky (University of Southern California)
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最新提交年份：
2007
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分类信息：
一级分类：Mathematics 数学
二级分类：Statistics Theory 统计理论
分类描述：Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies
应用统计、计算统计和理论统计：例如统计推断、回归、时间序列、多元分析、数据分析、马尔可夫链蒙特卡罗、实验设计、案例研究
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一级分类：Mathematics 数学
二级分类：Probability 概率
分类描述：Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory
概率论与随机过程的理论与应用：例如中心极限定理，大偏差，随机微分方程，统计力学模型，排队论
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一级分类：Statistics 统计学
二级分类：Statistics Theory 统计理论
分类描述：stat.TH is an alias for math.ST. Asymptotics, Bayesian Inference, Decision Theory, Estimation, Foundations, Inference, Testing.
Stat.Th是Math.St的别名。渐近，贝叶斯推论，决策理论，估计，基础，推论，检验。
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英文摘要：
We consider the simple changepoint problem setting, where observations are independent, iid pre-change and iid post-change, with known pre- and post-change distributions. The Shiryaev-Roberts detection procedure is known to be asymptotically minimax in the sense of minimizing maximal expected detection delay subject to a bound on the average run length to false alarm, as the latter goes to infinity. Here we present other optimality properties of the Shiryaev-Roberts procedure.
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PDF链接：
https://arxiv.org/pdf/710.5935
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