Exact boundaries in sequential testing for phase-type distributions (Q5245635)
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scientific article; zbMATH DE number 6425005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact boundaries in sequential testing for phase-type distributions |
scientific article; zbMATH DE number 6425005 |
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Exact boundaries in sequential testing for phase-type distributions (English)
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14 April 2015
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sequential probability ratio test
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Markov additive process
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scale function
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two-sided exit problem
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Esscher transform
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