On Discovering Disorder in a Manufacturing Process.~I
Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 3, pp. 264-281
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This paper deals with the application of Wald’s sequential analysis to the problem of locating the target (the disorder) that may appear with equal probability along any one of $N$ directions on the background of steady-state conditions of observation, in which the target is absent. An expression (3) is found for the mean delay time $\tau(\mathbf{T};N)$ for locating the target, which depends on the number of directions $N$ and the mean period $\mathbf{T}$ between two successive false alarms.
@article{TVP_1963_8_3_a2,
author = {A. N. Shiryaev},
title = {On {Discovering} {Disorder} in a {Manufacturing} {Process.~I}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {264--281},
publisher = {mathdoc},
volume = {8},
number = {3},
year = {1963},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1963_8_3_a2/}
}
A. N. Shiryaev. On Discovering Disorder in a Manufacturing Process.~I. Teoriâ veroâtnostej i ee primeneniâ, Tome 8 (1963) no. 3, pp. 264-281. http://geodesic.mathdoc.fr/item/TVP_1963_8_3_a2/