2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/131137The 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.Published 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)Statistics Theory62L10 (Primary) 62P30 (Secondary)text