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

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dc.creatorMei, Yajun
dc.date2006-08-02
dc.date.accessioned2026-07-07T08:08:04Z
dc.date.available2026-07-07T08:08:04Z
dc.descriptionThe purpose of this note is to show that in a widely cited paper by Yakir [Ann. Statist. 25 (1997) 2117--2126, doi:10.1214/aos/1069362390], 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.
dc.descriptionPublished at http://dx.doi.org/10.1214/009053606000000362 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0608046
dc.identifierhttp://arxiv.org/abs/math/0608046
dc.identifierAnnals of Statistics 2006, Vol. 34, No. 3, 1570-1576
dc.identifierdoi:10.1214/009053606000000362
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/131137
dc.subjectStatistics Theory
dc.subject62L10 (Primary) 62P30 (Secondary)
dc.titleComments on "A note on optimal detection of a change in distribution," by Benjamin Yakir
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