An Invariant Sequential Test for Zero Drift Based on the First Passage Times in Brownian Motion.

Abstract

An invariant sequential test for zero drift based on the first passage times in Brownian motion is constructed and its properties discussed.

Document Details

Document Type
Technical Report
Publication Date
Mar 01, 1975
Accession Number
ADA008418

Entities

People

  • Nanak Chand

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Brownian Motion

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.