For both Page’s and Shiryayev’s stopping rules E∞(Ni)
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چکیده
Change-point detection had its origins almost sixty years ago in the work of Page, Shiryayev, and Lorden, who focused on sequential detection of a change-point in an observed process. The process was typically a model for the measured quality of a continuous production process, and the change-point indicated a deterioration in quality that must be detected and corrected. Recently, motivation from a broad range of applications has lead to a variety of different problems. In this talk I will review this history with emphasis on applications in biology and common features of likelihood based approaches.
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