On the boundary crossing problem in memoryless models

DOI10.15672/HUJMS.1038176MaRDI QIDQ7033621zbMATH OpenFDO

Authors M. K. Khan, Shangchen Yao

Publication date 3 February 2025

Published in Hacettepe Journal of Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15672/HUJMS.1038176

zbMATH Keywords

average run lengthCUSUMexponential modelgeometric modelsequential analysisSPRTwaiting times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

Cites work

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• Sequential analysis. Tests and confidence intervals
• Sequential tests for binomial and exponential populations

Cited in

(1)

• On moving average based location charts under modified successive sampling

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