果核 发表于 2025-3-23 10:20:44
Boundary Crossing of Brownian Motion978-1-4615-6569-7Series ISSN 0930-0325 Series E-ISSN 2197-7186oblique 发表于 2025-3-23 16:29:54
Louis XIV and his Fellow Monarchsointed out that it is also possible to construct a stopping time with the properties (1.1) and (1.2) from a smooth prior. This can be done by stopping when the posterior mass of a neighbourhood of θ=0 becomes too small.离开 发表于 2025-3-23 18:17:13
https://doi.org/10.1007/978-1-349-15659-7 parameter and choose it as “cθ.”, c>0. We show that a certain simple Bayes rule, which defines a repeated significance test, is optimal for the testing problem in a Bayes sense. The simple Bayes rules stop sampling when the posterior mass of the hypothesis or the alternative is too small.口味 发表于 2025-3-23 22:52:47
http://reply.papertrans.cn/19/1900/189989/189989_14.pnghermitage 发表于 2025-3-24 05:27:27
Louis XIV and the Edict of NantesFor the method of images the first exit density of Brownian motion over the boundary ψ.(t) according to Theorem 1.2 can be expressed as . with ..爆米花 发表于 2025-3-24 08:02:06
Fiscalism and Public Opinion under Louis XIVLet ψ(t) denote an increasing and continuously differentiable function. Let T=inf{t>0 | W(t)≧ψ(t)} denote the first exit time of the standard Brownian motion W(t) over ψ(t) with T=. of the infimum is taken over the empty set. Let P(T>0)=1 and let p(t) denote the density of the distribution of T.STAT 发表于 2025-3-24 11:08:37
http://reply.papertrans.cn/19/1900/189989/189989_17.png上下连贯 发表于 2025-3-24 15:48:18
http://reply.papertrans.cn/19/1900/189989/189989_18.png思想 发表于 2025-3-24 20:11:32
Louis XIV’s Methods in Foreign PolicyWe consider the problem stated in (1.1): for every 0<γ<1 and c>0 find a stopping rule T.* which minimizes the risk新陈代谢 发表于 2025-3-25 01:09:19
IntroductionLet W(t) denote the standard Brownian motion. Khintchine’s law of the iterated logarithm states that almost surely ..