EMBEDDING SUBMARTINGALES IN WIENER PROCESSES WITH DRIFT, WITH APPLICATIONS TO SEQUENTIAL ANALYSIS

被引：13
作者：
HALL, WJ
机构：
来源：
JOURNAL OF APPLIED PROBABILITY | 1969年 / 6卷 / 03期
关键词：
D O I：
10.2307/3212107
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：612 / &
相关论文
共 12 条
[1]   A MODIFICATION OF THE SEQUENTIAL PROBABILITY RATIO TEST TO REDUCE THE SAMPLE-SIZE [J].
ANDERSON, TW .
ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (01) :165-197
[2]   RESTRICTED SEQUENTIAL PROCEDURES [J].
ARMITAGE, P .
BIOMETRIKA, 1957, 44 (1-2) :9-26
[3]   A RENEWAL THEOREM FOR RANDOM-VARIABLES WHICH ARE DEPENDENT OR NON-IDENTICALLY DISTRIBUTED [J].
CHOW, YS ;
ROBBINS, H .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (02) :390-&
[4]  
Cox D. R., 2017, THEORY STOCHASTIC PR
[5]  
de Finetti B., 1939, G I ITAL ATTUARI, V10, P41
[6]  
Doob LJ, 1953, STOCHASTIC PROCESSES
[7]  
Dubins L. E., 1965, INEQUALITIES STOCHAS
[8]   SEQUENTIAL DECISION PROBLEMS FOR PROCESSES WITH CONTINUOUS TIME PARAMETER - TESTING HYPOTHESES [J].
DVORETZKY, A ;
KIEFER, J ;
WOLFOWITZ, J .
ANNALS OF MATHEMATICAL STATISTICS, 1953, 24 (02) :254-264
[9]  
HALL WJ, 1968, 33 STANF U TECHN REP
[10]  
HALL WJ, 1968, 32 STANF U TECHN REP
12