Exact calculation of the distributions of the stopping times of two types of truncated SPRT for the mean of the exponential distribution
DOI10.1007/s11009-014-9435-2zbMath1337.60071OpenAlexW2024195959MaRDI QIDQ905224
Shyamal K. De, Shelemyahu Zacks
Publication date: 14 January 2016
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-014-9435-2
Poisson processsurvival functionstopping timesoperating characteristicsequential testinglinear boundaries
Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes: hypothesis testing (62M02)
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