Abstract:
The characteristics of Page's rule for detecting changes in distributions are established. These characteristics take into account the excesses over threshold and reflecting barriers and are used in the problem of detection of a Gaussian signal with an unknown appearance time from preprocessing results in prelimit situations. The accuracy of the proposed formulas and of the known asymptotic formulas for Shiryaev's rule is estimated. Page's and Shiryaev's change-detection rules are compared.
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