Translator Disclaimer
September, 1982 Tests with Parabolic Boundary for the Drift of a Wiener Process
Brooks Ferebee
Ann. Statist. 10(3): 882-894 (September, 1982). DOI: 10.1214/aos/1176345878

Abstract

We consider sequential tests with parabolic stopping boundary for the hypothesis that the drift of a Wiener process is positive. Formulas are derived for the power and expected sample size. The performance of minimax parabolic tests is compared with that of other tests considered in the literature.

Citation

Download Citation

Brooks Ferebee. "Tests with Parabolic Boundary for the Drift of a Wiener Process." Ann. Statist. 10 (3) 882 - 894, September, 1982. https://doi.org/10.1214/aos/1176345878

Information

Published: September, 1982
First available in Project Euclid: 12 April 2007

zbMATH: 0497.62074
MathSciNet: MR663439
Digital Object Identifier: 10.1214/aos/1176345878

Subjects:
Primary: 62L10
Secondary: 60G40

Rights: Copyright © 1982 Institute of Mathematical Statistics

JOURNAL ARTICLE
13 PAGES


SHARE
Vol.10 • No. 3 • September, 1982
Back to Top