首页   按字顺浏览 期刊浏览 卷期浏览 On the Test and Power of Zero Drift on First Passage Times in Brownian Motion
On the Test and Power of Zero Drift on First Passage Times in Brownian Motion

 

作者: S.A. Patil,   J.L. Kovner,  

 

期刊: Technometrics  （Taylor Available online 1976）
卷期: Volume 18, issue 3  

页码: 341-342

 

ISSN:0040-1706

 

年代: 1976

 

DOI:10.1080/00401706.1976.10489454

 

出版商: Taylor & Francis Group

 

关键词: Brownain Motion;Drift;Hyothesis Tests;Power;Coefficient of Variation

 

数据来源: Taylor

 

摘要:

Thcs problem of finding the power of the hypothesis test of no drift versus the alternative of positive linear drift in a one-dimensional Brownian motion process is considered. The tests are based on an observed sample of first passage or failure times under this process. The distribution of the test statktie of Nádas [1] under thr alternative hypothesis has been found. Power of the test is given in a closed series form for odd Silmple size.

 

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