Some first passage problems related to cusum procedures

DOI10.1016/0304-4149(79)90032-2zbMATH Open0436.62065OpenAlexW2054985524MaRDI QIDQ1140945FDOQ1140945

Authors: Rasul A. Khan 

Publication date: 1979

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(79)90032-2

zbMATH Keywords

average run lengthasymptotic approximationlikelihood ratiodetectionaverage sample numbernormal meanfirst passage problemscusum procedures

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Sequential statistical analysis (62L10) Sequential statistical methods (62L99) Renewal theory (60K05)

Cites Work

• Title not available (Why is that?)
• CONTINUOUS INSPECTION SCHEMES
• On the moments and limit distributions of some first passage times
• Title not available (Why is that?)
• Title not available (Why is that?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• Title not available (Why is that?)
• Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter
• A note on the rate of convergence and its applications
• Wald's approximations to the average run length in cusum procedures

Cited In (4)

• Truncated multiple inverse sampling in post-stratification
• On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures
• FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME
• A probabilistic analysis of the trading the line strategy

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