##Statistics Seminar##\\ Department of Mathematical Sciences ~~META:title =May 7, 2015~~ ^ **DATE:**|Thursday, May 7, 2015 | ^ **TIME:**|1:15pm to 2:15pm | ^ **LOCATION:**|WH 100E | ^ **SPEAKER:**|[[people:aleksey:]] (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.