Absorption probability distributions of Random paths from finite populations

DOI10.1080/07474949608836347MaRDI QIDQ4881065zbMATH OpenOpenAlexFDO

Authors Xiaoping Xiong

Publication date 1 September 1996

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474949608836347

zbMATH Keywords

finite populationslikelihood functionsequential testsbarrier setsstopping rulesboundariesrandom pathsabsorption probability distributionsconditional absorption probabilityiterative convolution over boundarieslatent functionsums of observations

Mathematics Subject Classification ID

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

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(1)

• Sequential conditional probability ratio tests for normalized test statistic on information time

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