| 期刊全称 | Boundary Crossing of Brownian Motion | | 期刊简称 | Its Relation to the | | 影响因子2023 | Hans Rudolf Lerche | | 视频video | | | 学科分类 | Lecture Notes in Statistics | | 图书封面 |  | | 影响因子 | This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm:· I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen‘ s approach to t‘he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential statistics. In the second chapter I make use of these connections and derive optimal properties of tests of power one and repeated significance tests for the simpiest model of sequential statistics, the Brownian motion with unknown drift. To both topics:there under1ies an asymptotic approach which is closely linked to large deviation theory: the stopping boundaries recede to infinity. This is a well-known approach in sequential stötistics which is extensively discussed in Siegmund‘s recent book ·Sequential Analysis". This approach also leads to some n | | Pindex | Book 1986 |
The information of publication is updating
|
|
发表于 2025-3-21 19:12:57
