Comments on "a note on optimal detection of a change in distribution," by benjamin Yakir

Yajun Mei

doi:10.1214/009053606000000362

Comments on "a note on optimal detection of a change in distribution," by benjamin Yakir

Yajun Mei

Global Public Health

Research output: Contribution to journal › Review article › peer-review

Abstract

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.

Original language	English (US)
Pages (from-to)	1570-1576
Number of pages	7
Journal	Annals of Statistics
Volume	34
Issue number	3
DOIs	https://doi.org/10.1214/009053606000000362
State	Published - Jun 2006

Keywords

Bayes rule
Minimax rule
Quality control
Statistical process control

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1214/009053606000000362

Cite this

@article{45f6ba4454b84605a89478be18114318,

title = "Comments on {"}a note on optimal detection of a change in distribution,{"} by benjamin Yakir",

abstract = "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.",

keywords = "Bayes rule, Minimax rule, Quality control, Statistical process control",

author = "Yajun Mei",

year = "2006",

month = jun,

doi = "10.1214/009053606000000362",

language = "English (US)",

volume = "34",

pages = "1570--1576",

journal = "Annals of Statistics",

issn = "0090-5364",

publisher = "Institute of Mathematical Statistics",

number = "3",

}

TY - JOUR

T1 - Comments on "a note on optimal detection of a change in distribution," by benjamin Yakir

AU - Mei, Yajun

PY - 2006/6

Y1 - 2006/6

N2 - 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.

AB - 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.

KW - Bayes rule

KW - Minimax rule

KW - Quality control

KW - Statistical process control

UR - http://www.scopus.com/inward/record.url?scp=33747191383&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=33747191383&partnerID=8YFLogxK

U2 - 10.1214/009053606000000362

DO - 10.1214/009053606000000362

M3 - Review article

AN - SCOPUS:33747191383

SN - 0090-5364

VL - 34

SP - 1570

EP - 1576

JO - Annals of Statistics

JF - Annals of Statistics

IS - 3

ER -

Comments on "a note on optimal detection of a change in distribution," by benjamin Yakir

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this