Comments on a note on optimal detection of a change in distribution, by Benjamin Yakir'
成果类型：
Editorial Material
署名作者：
Mei, Yajun
署名单位：
University System of Georgia; Georgia Institute of Technology
刊物名称：
ANNALS OF STATISTICS
ISSN/ISSBN：
0090-5364
DOI：
10.1214/009053606000000362
发表日期：
2006
页码：
1570-1576
关键词：
摘要：
The purpose of this note is to show that in a widely cited paper by Yakir [Ann. Statist. 25 (1997) 2117-2126], the proof that the so-called modified Shiryayev-Roberts procedure is exactly optimal is incorrect. We also clarify the issues involved by both mathematical arguments and a simulation study. The correctness of the theorem remains in doubt.