Approximately Optimal Continuous Stopping Boundaries in a One-Sided Standard Sequential Test

DOI10.1080/07474940903237963zbMath1183.62138OpenAlexW1980435940MaRDI QIDQ3652763

Lan Nygren Ma

Publication date: 16 December 2009

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

Full work available at URL: https://doi.org/10.1080/07474940903237963

zbMATH Keywords

Brownian motionboundary crossingstopping ruleaverage stopping timeoptimal boundaries

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

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• Sequential analysis. Tests and confidence intervals
• Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
• The first-passage density of a continuous gaussian process to a general boundary
• Approximately Optimal One-Parameter Boundaries for Group Sequential Trials
• First exit densities of Brownian motion through one-sided moving boundaries
• Rank order tests for grouped data under progressive censoring
• Construction of a Continuous Stopping Boundary from an Alpha Spending Function

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