TESTS WITH PARABOLIC BOUNDARY FOR THE DRIFT OF A WIENER PROCESS

被引：8
作者：
FEREBEE, B
机构：
来源：
ANNALS OF STATISTICS | 1982年 / 10卷 / 03期
关键词：
D O I：
10.1214/aos/1176345878
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：882 / 894
页数：13
相关论文
共 10 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]   SEQUENTIAL-TESTS CONSTRUCTED FROM IMAGES [J].
DANIELS, HE .
ANNALS OF STATISTICS, 1982, 10 (02) :394-400
[3]   OPTIMAL STOPPING AND SEQUENTIAL TESTS WHICH MINIMIZE MAXIMUM EXPECTED SAMPLE SIZE [J].
LAI, TL .
ANNALS OF STATISTICS, 1973, 1 (04) :659-673
[4]  
Lebedev NN., 1965, SPECIAL FUNCTIONS TH, DOI [10.1063/1.3047047, DOI 10.1063/1.3047047]
[5]  
LIPTSER RS, 1977, STATISTICS RANDOM PR, V1
[6]   STOPPING TIMES FOR A WIENER PROCESS [J].
NOVIKOV, AA .
THEORY OF PROBILITY AND ITS APPLICATIONS,USSR, 1971, 16 (03) :449-&
[7]  
Robbins H., 1973, B I MATH ACAD SINICA, V1, P93
[8]   A FIRST PASSAGE PROBLEM FOR WIENER PROCESS [J].
SHEPP, LA .
ANNALS OF MATHEMATICAL STATISTICS, 1967, 38 (06) :1912-&
[9]   SOLUTIONS FOR SOME DIFFUSION PROCESSES WITH 2 BARRIERS [J].
SWEET, AL ;
HARDIN, JC .
JOURNAL OF APPLIED PROBABILITY, 1970, 7 (02) :423-&
[10]  
WALL HS, 1948, ANAL THEORY CONTINUE
1