摘要:

We consider the problem of testing a shift in the level of a process occurring at an unknown time point given an intial sample of fixed size from the original unchanged process. Various large sample results for the proposed test are formulated and examined.

ISSN:0747-4946    

DOI:10.1080/07474949208836248

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

Formulas are derived for the direct computation — as opposed to simulation or approximation — of sequential procedures that are based on a sequence oft-statistics. This is applied to the numerical computation of the performance of a one-sided confidence interval for γ = μ/σ in a normal population, when the probability of covering the true value γ as well as the probability of covering the false value γ −d, for givend> 0,is specified.

ISSN:0747-4946    

DOI:10.1080/07474949208836249

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

From K(≧2) independent normal populations, we wish to select the one associted with the largest mean, assuming that the comman variance is unknown. We adopt the “indifference Zone” approach of Bechhofer (1954) and propose an accelerated version of the purely sequential procedure of Robbins et al. (1968). Asymptotic second order expansions for the probability of correct selection and other characteristices of this modified rule are provided for arbitrary K. We discuss both small and moderate sample size performances of our stopping time via computer simlations and note that the accelearted version can save considearable amout of sampling operations, yet it can be very competitive with the classical sampling procedure of Robbins et al. (1968).

ISSN:0747-4946    

DOI:10.1080/07474949208836250

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

Letv(t)t≥ 0, be the first time a perturbed random walk crosses a general non-linear boundary. We provide limit theorems for the first passage times, the stopped perturbed random walk and the overshoot ast→ ∞. In particular, we apply these results to the important case when the perturbed random walk is of the form, where is a random walk whose increments have positive, finite mean andgis positive, continuous and, possibly, has further smoothness properties. The traditional case considered in nonlinear renewal theory is when the summands have finite variance andgis twice continuously differentiable. We also prove some results concerning existence of moments and uniform integrability. A final section contains a number of examples.

ISSN:0747-4946    

DOI:10.1080/07474949208836251

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

摘要:

In this paper we consider the problem of sequential point and fixed–width confidence interval estimation for the mean μ of linear processes of the form

ISSN:0747-4946    

DOI:10.1080/07474949208836252

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor

ISSN:0747-4946    

DOI:10.1080/07474949208836247

出版商:Marcel Dekker, Inc.    

年代:1992

数据来源: Taylor