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seminars:stat:05072015

Statistics Seminar

Department of Mathematical Sciences

DATE: | Thursday, May 7, 2015 |
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TIME: | 1:15pm to 2:15pm |

LOCATION: | WH 100E |

SPEAKER: | Aleksey S. Polunchenko (Binghamton University) |

TITLE: | Some analytic formulae for the performance of the Generalized Shiryaev–Roberts change-point detection procedure under exponential data |

**Abstract**

We derive analytically closed-form formulae for a set of minimax performance characteristics of the Generalized Shiryaev–Roberts change-point detection procedure devised to detect a shift in the baseline mean of a sequence of independent exponentially distributed observations. The derivation is accomplished through direct solution of the respective integral (renewal) equations by finding explicitly the resolvent of each of the equations involved.

seminars/stat/05072015.txt · Last modified: 2015/05/06 07:30 by aleksey

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