On Certain Confidence Contours for Distribution Functions
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Cited in
(19)- Extra randomness in certain annuity models
- Components of the two-sided Kolmogorov-Smirnov test in signal detection problems with Gaussian white noise
- Approximation of the distribution of the maximum of sums of random variables having means that are small in absolute value
- On integral equations arising in the first-passage problem for Brownian motion
- Selling a stock at the ultimate maximum
- Bounded probability properties of Kolmogorov-Smirnov and similar statistics for discrete data
- Time-randomized stopping problems for a family of utility functions
- Brownian Type Boundary Crossing Probabilities for Piecewise Linear Boundary Functions
- Predicting the last zero of Brownian motion with drift
- An alternative to the kolmogorov-smirnov test for goodness of fit
- The distribution of a functional of the Wiener process and its application to the Brownian sheet
- An Asymptotic Result for Non Crossing Probabilities of Brownian Motion with Trend
- One‐two dependence and probability inequalities between one‐ and two‐sided union‐intersection tests
- First passage time and inverse problem for continuous local martingales
- Non-explicit formula of boundary crossing probabilities by the Girsanov theorem
- Effects of a moving barrier on the first-passage time of a diffusing particle under stochastic resetting
- The significance probability of the Smirnov two-sample test
- On the inverse first-passage-time problem for a Wiener process
- The trap of complacency in predicting the maximum
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