A boundary crossing probability for the Bessel process

DOI10.1239/AAP/1035228130zbMath0920.60038OpenAlexW2027129550MaRDI QIDQ4221255

Rebecca A. Betensky

Publication date: 24 August 1999

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1035228130

zbMATH Keywords

first passage timesequential testO'Brien-Fleming test

Mathematics Subject Classification ID

Stochastic processes (60G99) Sequential statistical analysis (62L10)

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