Exact boundaries in sequential testing for phase-type distributions (Q5245635): Difference between revisions

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Latest revision as of 16:31, 30 December 2024

scientific article; zbMATH DE number 6425005
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Exact boundaries in sequential testing for phase-type distributions
scientific article; zbMATH DE number 6425005

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    Exact boundaries in sequential testing for phase-type distributions (English)
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    14 April 2015
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    sequential probability ratio test
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    Markov additive process
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    scale function
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    two-sided exit problem
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    Esscher transform
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