Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 729-734
Citer cet article
L. I. Galtčhuk; B. L. Razovskiǐ. The “disorder” problem for a Poisson process. Teoriâ veroâtnostej i ee primeneniâ, Tome 16 (1971) no. 4, pp. 729-734. http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a14/
@article{TVP_1971_16_4_a14,
author = {L. I. Galt\v{c}huk and B. L. Razovskiǐ},
title = {The {\textquotedblleft}disorder{\textquotedblright} problem for {a~Poisson} process},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {729--734},
year = {1971},
volume = {16},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a14/}
}
TY - JOUR
AU - L. I. Galtčhuk
AU - B. L. Razovskiǐ
TI - The “disorder” problem for a Poisson process
JO - Teoriâ veroâtnostej i ee primeneniâ
PY - 1971
SP - 729
EP - 734
VL - 16
IS - 4
UR - http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a14/
LA - ru
ID - TVP_1971_16_4_a14
ER -
%0 Journal Article
%A L. I. Galtčhuk
%A B. L. Razovskiǐ
%T The “disorder” problem for a Poisson process
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1971
%P 729-734
%V 16
%N 4
%U http://geodesic.mathdoc.fr/item/TVP_1971_16_4_a14/
%G ru
%F TVP_1971_16_4_a14
The paper considers a Bayesian problem of detecting the “disorder” for the process $\xi(t)$. It is shown (Theorem 1) that the optimal decision rule minimizing the risk (1) is the first time at which the a posteriori probability $\pi_t$ enters the set $[\lambda/(\lambda+c),1]$.
