Corrected Diffusion Approximations and Their Applications.

Abstract

The current state of development of corrected diffusion approximations for first passage times to linear boundaries is reviewed. Some new results and several applications are described. Corrected diffusion approximations and large deviation approximations to the power function of a repeated significance test for a normal mean (known variance) are compared and contrasted. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1983
Accession Number
ADA136384

Entities

People

  • David Siegmund

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Asymptotic Series
  • Boundaries
  • Brownian Motion
  • Computations
  • Data Science
  • Diffusion
  • Distribution Functions
  • Information Science
  • Military Research
  • Nonparametric Statistics
  • Probability
  • Probability Density Functions
  • Random Variables
  • Sequential Analysis
  • Statistics
  • United States
  • United States Government

Fields of Study

  • Mathematics

Readers

  • Mathematics or Statistics
  • Operations Research
  • Theoretical Analysis.