BOUNDARY CROSSING PROBABILITIES FOR THE CUMULATIVE SAMPLE MEAN

DOI10.1017/S026996481700002XzbMath1411.60048MaRDI QIDQ4629424

Michael P. Atkinson, Dashi I. Singham

Publication date: 27 March 2019

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

simulationBrownian bridgereliability theoryapplied probability

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Functional limit theorems; invariance principles (60F17)

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• Approximate exit probabilities for a Brownian bridge on a short time interval, and applications
• On the Speed of Convergence in a Boundary Problem. I
• Heuristic Approach to the Kolmogorov-Smirnov Theorems
• Probability theory. A comprehensive course

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