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Procedures for Reacting to a Change in Distribution

G. Lorden
The Annals of Mathematical Statistics
Vol. 42, No. 6 (Dec., 1971), pp. 1897-1908
Stable URL: http://www.jstor.org/stable/2240115
Page Count: 12
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Procedures for Reacting to a Change in Distribution
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Abstract

A problem of optimal stopping is formulated and simple rules are proposed which are asymptotically optimal in an appropriate sense. The problem is of central importance in quality control and also has applications in reliability theory and other areas.

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