SEQUENTIAL PARTITION DETECTORS WITH DEPENDENT SAMPLING

Abstract
In this paper, the theory of sequential partition detectors with dependent sampling is introduced. A new formulation is given which predicts the thresholds under q-dependent sampling in order to maintain the same error probabilities as in the independent sampling case. A comparison is made between independent and dependent sequential partition detectors based on the average time to detection. Under stated conditions dependent sequential partition detectors show improved efficiency for both Lehmann and shift of the mean alternatives.