Geodesic
Some explicit formulae in a problem on “disorder”
Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 2, pp. 380-385
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Bayes' and variation problems of detection of “disorder” by means of methods of the sequential analysis are considered. In the case of Bayes' approach we determine the optimum value of boundary $\mathfrak a$ (Theorem 1). Theorem 2 contains the formula for the level Ь given the probability of the false alarm $\alpha$. 
@article{TVP_1965_10_2_a17,
     author = {A. N. Shiryaev},
     title = {Some explicit formulae in a~problem on {\textquotedblleft}disorder{\textquotedblright}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {380--385},
     year = {1965},
     volume = {10},
     number = {2},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1965_10_2_a17/}
}
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A. N. Shiryaev. Some explicit formulae in a problem on “disorder”. Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 2, pp. 380-385. http://geodesic.mathdoc.fr/item/TVP_1965_10_2_a17/