Boundary Crossing Random Walks, Clinical Trials, and Multinomial Sequential Estimation

DOI10.1080/07474946.2012.652014zbMath1235.62115arXiv1101.4038MaRDI QIDQ5389559

Enrico Bibbona, Alessandro Rubba

Publication date: 21 April 2012

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1101.4038

zbMATH Keywords

killed random walks; unbiased estimates; absorbed random walks

Mathematics Subject Classification ID

62P10: Applications of statistics to biology and medical sciences; meta analysis

62M05: Markov processes: estimation; hidden Markov models

60G50: Sums of independent random variables; random walks

62L12: Sequential estimation