Large Deviations for Boundary Crossing Probabilities.

Abstract

For random walsk s sub n, n=1,2,... whose distribution can be imbedded in an exponential family, a method is described for determining the asymptotic behavior as m goes to infinity of P(s sub n > m c(n/m) for some n < m such that s sub m = m micron sub o) (micron sub 0 < c(1)). Applications are given to the distribution of the Smirnov statistic and to modified repeated significance tests. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 15, 1981
Accession Number
ADA102142

Entities

People

  • David Siegmund

Organizations

  • Stanford University

Tags

Communities of Interest

  • Biomedical
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Boundaries
  • Brownian Motion
  • Classification
  • Crossings
  • Distribution Functions
  • Integrals
  • Military Research
  • Molecular Orbital Theory
  • New York
  • Order Statistics
  • Probability
  • Probability Distributions
  • Random Variables
  • Random Walk
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Analytical Mechanics
  • Optical Fiber Sensing and Electromagnetic Propagation.
  • Statistical inference.