Discussion on “Optimal Sequential Surveillance for Finance Public Health, and Other Areas” by Marianne Frisén

Abstract

The present article reviews various criteria and approaches for an early detection of abrupt changes in the parameters of stochastic sequences. The discussion focuses on two issues: (i) the distributions of the stopping variables employed; and (ii) the probability of false alarm and the conditional expected delay characteristics.

Keywords:

• Conditional expected delay
• Distributions of stopping variables
• Probability of false alarm
• Sequential detection

Subject Classifications:

• 62C10
• 62C20
• 62L15

Notes

Recommended by Nitis Mukhopadhyay