Non-Parametric Quickest Mean-Change Detection

Keyphrases

• Change Detection 100%
• Nonparametric 100%
• Change in Mean 100%
• Numerical Results 50%
• Minimax 50%
• Extra Assumption 50%
• Quickest Detection 50%
• False Alarm Rate 50%
• Beta Distribution 50%
• Optimal Test 50%
• Quickest Change Detection 50%
• Average Detection Delay 50%
• Asymptotically Optimal Test 50%
• Bounded Support 50%

Mathematics

• Parametric 100%
• Variance 100%
• Asymptotics 50%
• Minimax 50%
• Minimizes 50%
• Worst Case 50%
• False Alarm Rate 50%
• Limiting Form 50%
• Independent Observation 50%
• Beta Distribution 50%