Bayesian sequential testing of the drift of a Brownian motion (Q2786497): Difference between revisions
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scientific article
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English | Bayesian sequential testing of the drift of a Brownian motion |
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Bayesian sequential testing of the drift of a Brownian motion (English)
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12 February 2016
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Bayesian analysis
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sequential hypothesis testing
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optimal stopping
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arithmetic Brownian motion
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