Pages that link to "Item:Q5829417"
From MaRDI portal
The following pages link to On Certain Confidence Contours for Distribution Functions (Q5829417):
Displayed 16 items.
- The significance probability of the Smirnov two-sample test (Q770005) (← links)
- On the inverse first-passage-time problem for a Wiener process (Q835061) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Extra randomness in certain annuity models (Q1185320) (← links)
- Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise (Q1193963) (← links)
- Approximation of the distribution of the maximum of sums of random variables having means that are small in absolute value (Q1259365) (← links)
- On integral equations arising in the first-passage problem for Brownian motion (Q1425633) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- Bounded probability properties of Kolmogorov-Smirnov and similar statistics for discrete data (Q2626536) (← links)
- Time-Randomized Stopping Problems for a Family of Utility Functions (Q2810982) (← links)
- Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions (Q3155337) (← links)
- Predicting the last zero of Brownian motion with drift (Q3498585) (← links)
- An alternative to the kolmogorov-smirnov test for goodness of fit (Q3793535) (← links)
- The distribution of a functional of the Wiener process and its application to the Brownian sheet (Q5402576) (← links)
- An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend (Q5438336) (← links)
- One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests (Q6068474) (← links)