  The purpose of this note is to show that in a widely cited paper by Yakir
[Ann. Statist. 25 (1997) 2117--2126, doi:10.1214/aos/1069362390], the proof
that the so-called modified Shiryayev--Roberts procedure is exactly optimal is
incorrect. We also clarify the issues involved by both mathematical arguments
and a simulation study. The correctness of the theorem remains in doubt.
