Some first passage problems related to cusum procedures

DOI10.1016/0304-4149(79)90032-2MaRDI QIDQ1140945zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3488470 (Why is no real title available?)
• scientific article; zbMATH DE number 3223982 (Why is no real title available?)
• scientific article; zbMATH DE number 3062496 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
• A note on the rate of convergence and its applications
• CONTINUOUS INSPECTION SCHEMES
• On the moments and limit distributions of some first passage times
• Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter
• Wald's approximations to the average run length in cusum procedures

Cited in

(4)

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

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