Combinatorial devices for sequential analysis

DOI10.1007/BF00534182MaRDI QIDQ3957747zbMATH OpenOpenAlexFDO

Authors Hermann Dinges

Publication date 1983

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf00534182

zbMATH Keywords

central limit theoremrenewal theoremescape probabilitiestangential approximation for random walks crossing a curved boundary

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

Cites work

• scientific article; zbMATH DE number 3604245 (Why is no real title available?)
• A nonlinear renewal theory with applications to sequential analysis. I
• A renewal theorem for curved boundaries and moments of first passage times
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
• Eine kombinatorische �berlegung und ihre ma\theoretische Erweiterung
• First exit densities of Brownian motion through one-sided moving boundaries
• Repeated Significance Tests for a Normal Mean
• Ruin probabilities expressed in terms of ladder height distributions
• The tangent approximation to one-sided Brownian exit densities

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