An upper bound for the accuracy of the Wiener process approximation of the error probabilities of the SPRT (Q1822872): Difference between revisions

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+Some asymptotic aspects of sequential analysis
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+Normal rank
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+Weak convergence of processes related to likelihood ratios
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+Asymptotic Expansions in a Sequential Likelihood Ratio Test
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+Q4070168
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+Normal rank
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+Corrected diffusion approximations in certain random walk problems
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+Brownian approximations to first passage probabilities
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+Q3690907
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+Normal rank
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+Q3948486
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+Normal rank
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+Second-order corrections for Brownian motion approximations to first-passage probabilities
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