首页   按字顺浏览 期刊浏览 卷期浏览 The effect of truncation on a sequential test for the drift of brownian motion
The effect of truncation on a sequential test for the drift of brownian motion

 

作者: John A. Bather,   Herman Chernoff,   A. John Petkau,  

 

期刊: Sequential Analysis  （Taylor Available online 1989）
卷期: Volume 8, issue 2  

页码: 169-190

 

ISSN:0747-4946

 

年代: 1989

 

DOI:10.1080/07474948908836175

 

出版商: Marcel Dekker, Inc.

 

关键词: asymptotic expansion;Brownian motion;free boundary problem;heat equation;optimal stopping;sequential analysis;truncated test

 

数据来源: Taylor

 

摘要:

Lerche (1986) investigated a sequential testing problem concerned with deciding the sign of a normal mean. He demonstrated that a parabolic boundary which corresponds to

 

点击下载:  PDF (516KB)



返 回