Absorption probability distributions of Random paths from finite populations

DOI10.1080/07474949608836347zbMath0844.62070OpenAlexW1970346532MaRDI QIDQ4881065

Xiaoping Xiong

Publication date: 1 September 1996

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

Full work available at URL: https://doi.org/10.1080/07474949608836347

zbMATH Keywords

boundarieslikelihood functionstopping rulesfinite populationssequential testsbarrier setsrandom pathsabsorption probability distributionsconditional absorption probabilityiterative convolution over boundarieslatent functionsums of observations

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10)

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