Asymptotic densities of stopping times associated with tests of power one (Q3938316): Difference between revisions

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+Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
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+The first-passage density of a continuous gaussian process to a general boundary
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+Asymptotic Behavior of Expected Sample Size in Certain One Sided Tests
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+The tangent approximation to one-sided Brownian exit densities
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+An asymptotic expansion for one-sided Brownian exit densities
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+Q4772511
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+First exit densities of Brownian motion through one-sided moving boundaries
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+Power-one tests based on sample sums
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+Boundary Crossing Probabilities for the Wiener Process and Sample Sums
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+Q4778192
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+The expected sample size of some tests of power one
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+Q5600531
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+Publication:3938316