Teoriâ veroâtnostej i ee primeneniâ, Tome 10 (1965) no. 2, pp. 380-385
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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/
@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/}
}
TY - JOUR
AU - A. N. Shiryaev
TI - Some explicit formulae in a problem on “disorder”
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1965
SP - 380
EP - 385
VL - 10
IS - 2
UR - http://geodesic.mathdoc.fr/item/TVP_1965_10_2_a17/
LA - ru
ID - TVP_1965_10_2_a17
ER -
%0 Journal Article
%A A. N. Shiryaev
%T Some explicit formulae in a problem on “disorder”
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1965
%P 380-385
%V 10
%N 2
%U http://geodesic.mathdoc.fr/item/TVP_1965_10_2_a17/
%G ru
%F TVP_1965_10_2_a17
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 $\alpha$.
