Some first passage problems related to cusum procedures
From MaRDI portal
Publication:1140945
DOI10.1016/0304-4149(79)90032-2zbMath0436.62065OpenAlexW2054985524MaRDI QIDQ1140945
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
likelihood ratioasymptotic approximationdetectionaverage run lengthaverage sample numbernormal meanfirst passage problemscusum procedures
Sequential statistical methods (62L99) Inference from stochastic processes (62M99) Sequential statistical analysis (62L10) Renewal theory (60K05)
Related Items
On the Use of the SPRT in Determining the Properties of Some CUSUM Procedures ⋮ A probabilistic analysis of the trading the line strategy ⋮ Truncated multiple inverse sampling in post-stratification ⋮ FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Wald's approximations to the average run length in cusum procedures
- On the moments and limit distributions of some first passage times
- A note on the rate of convergence and its applications
- Some Characteristics of Page's Two-sided Procedure for Detecting a Change in a Location Parameter
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations
- CONTINUOUS INSPECTION SCHEMES
