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seminars:stat:05072015 [2015/05/06 11:28] – alekseyseminars:stat:05072015 [2015/05/06 11:30] (current) – aleksey
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 +<WRAP centeralign>##Statistics Seminar##\\ Department of Mathematical Sciences</WRAP>
 +
 +~~META:title =May 7, 2015~~
 +<WRAP 70% center>
 +^  **DATE:**|Thursday, May 7, 2015 |
 +^  **TIME:**|1:15pm to 2:15pm |
 +^  **LOCATION:**|WH 100E |
 +^  **SPEAKER:**|[[people:aleksey:]] (Binghamton University) |
 +^  **TITLE:**|Some analytic formulae for the performance of the Generalized Shiryaev–Roberts change-point detection procedure under exponential data |
 +</WRAP>
 +\\ 
 +
 +<WRAP center box 80%>
 +<WRAP centeralign>**Abstract**</WRAP>
 +We derive analytically closed-form formulae for a set of minimax performance characteristics of the Generalized Shiryaev–Roberts change-point detection procedure devised to detect a shift in the baseline mean of a
 +sequence of independent exponentially distributed observations. The derivation is accomplished through direct solution of the respective integral (renewal) equations by finding explicitly the resolvent of each of the equations involved.
 +</WRAP>