Asymptotic densities of stopping times associated with tests of power one

DOI10.1007/BF00531620zbMath0479.60084MaRDI QIDQ3938316

Hans Rudolf Lerche, Christel Jennen

Publication date: 1982

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

first-exit time of the Brownian motionperformance of tests

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Brownian motion (60J65)

Related Items (1)

The tangent approximation to one-sided Brownian exit densities

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• The expected sample size of some tests of power one
• Power-one tests based on sample sums
• The first-passage density of a continuous gaussian process to a general boundary
• First exit densities of Brownian motion through one-sided moving boundaries
• An asymptotic expansion for one-sided Brownian exit densities
• The tangent approximation to one-sided Brownian exit densities
• Asymptotic Behavior of Expected Sample Size in Certain One Sided Tests
• Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov-Smirnov test
• Boundary Crossing Probabilities for the Wiener Process and Sample Sums

This page was built for publication: Asymptotic densities of stopping times associated with tests of power one