Distributional Properties of CUSUM Stopping Times (Q3543505): Difference between revisions

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+Trading Securities Using Trailing Stops
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+Normal rank
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+Regenerative Simulation for Estimating Extreme Values
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+A Wiener-Hopf Type Method for a General Random Walk with a Two-Sided Boundary
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+Some martingales related to cumulative sum tests and single-server queues
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+Wald's approximations to the average run length in cusum procedures
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+A note on Page's two-sided cumulative sum procedure
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+On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
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+A stopped Brownian motion formula
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+Normal rank
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+The Distribution of the Run Length of One-Sided CUSUM Procedures for Continuous Random Variables
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+On a unified approach to the analysis of two-sided cumulative sum control schemes with headstarts
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+The probability distribution and the expected value of a stopping variable associated with one-sided cusum procedures for non-negative integer valued random variables
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