  We consider a popular online change-point problem of detecting a transient
change in distributions of i.i.d. random variables. For this change-point
problem, several change-point procedures are formulated and some advanced
results for a particular procedure are surveyed. Some new approximations for
the average run length to false alarm are offered and the power of these
procedures for detecting a transient change in mean of a sequence of normal
random variables is compared.
