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Boundary Crossing Probabilities and Statistical Applications
Language: en
Pages: 60
Authors: STANFORD UNIV CA DEPT OF STATISTICS.
Categories: Mathematical statistics
Type: BOOK - Published: 1985 - Publisher:

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This paper surveys recent results involving boundary crossing probabilities and related statistical applications. The first part is concerned with problems of s
Saddlepoint Approximations and Boundary Crossing Probabilities for Random Fields and Their Applications
Language: en
Pages: 26
Sample Path Analysis and Distributions of Boundary Crossing Times
Language: en
Pages: 141
Authors: Shelemyahu Zacks
Categories: Mathematics
Type: BOOK - Published: 2017-10-12 - Publisher: Springer

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This monograph is focused on the derivations of exact distributions of first boundary crossing times of Poisson processes, compound Poisson processes, and more
Conditional Boundary Crossing Probabilities with Applications to Change-point Problems
Language: en
Pages: 20
Authors: STANFORD UNIV CA DEPT OF STATISTICS.
Categories:
Type: BOOK - Published: 1986 - Publisher:

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For normal random walks S sub 1, S sub 2 ..., formed from independent, identically distributed random variables X sub 1, X sub 2 ..., we determine the asymptoti
Self-Normalized Processes
Language: en
Pages: 273
Authors: Victor H. Peña
Categories: Mathematics
Type: BOOK - Published: 2008-12-25 - Publisher: Springer Science & Business Media

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Self-normalized processes are of common occurrence in probabilistic and statistical studies. A prototypical example is Student's t-statistic introduced in 1908