Shiryaev–Roberts procedure

GPTKB entity

Statements (18)
Predicate Object
gptkbp:instanceOf statistical analysis
gptkbp:application gptkb:signal_processing
finance
surveillance
quality control
gptkbp:field sequential analysis
statistics
change detection
https://www.w3.org/2000/01/rdf-schema#label Shiryaev–Roberts procedure
gptkbp:introducedIn 1961
gptkbp:namedAfter gptkb:Albert_Shiryaev
gptkb:Sidney_David_Roberts
gptkbp:purpose quickest detection of change in distribution
gptkbp:relatedTo gptkb:CUSUM
gptkb:sequential_probability_ratio_test
gptkbp:supportsAlgorithm sequential analysis procedure
gptkbp:bfsParent gptkb:Albert_Shiryaev
gptkbp:bfsLayer 6