Sequential Nonparametric Tests for a Change in Distribution: An Application to Detecting Radiological Anomalies
分布变化的序贯非参数检验：放射性异常检测应用
We propose a sequential nonparametric test for detecting a change in distribution, based on windowed Kolmogorov–Smirnov statistics. The approach is simple, robust, highly computationally efficient, easy to calibrate, and requires no parametric assumptions about the underlying null and alternative distributions. We show that both the false-alarm rate and the power of our procedure are amenable to rigorous analysis, and that the method outperforms existing sequential testing…