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Titlebook: Boundary Crossing of Brownian Motion; Its Relation to the Hans Rudolf Lerche Book 1986 Springer-Verlag Berlin Heidelberg 1986 Brownian mot

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期刊全稱Boundary Crossing of Brownian Motion
期刊簡稱Its Relation to the
影響因子2023Hans Rudolf Lerche
視頻videohttp://file.papertrans.cn/190/189989/189989.mp4
學科分類Lecture Notes in Statistics
圖書封面Titlebook: Boundary Crossing of Brownian Motion; Its Relation to the  Hans Rudolf Lerche Book 1986 Springer-Verlag Berlin Heidelberg 1986 Brownian mot
影響因子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 st?tistics which is extensively discussed in Siegmund‘s recent book ·Sequential Analysis". This approach also leads to some n
Pindex Book 1986
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書目名稱Boundary Crossing of Brownian Motion影響因子(影響力)




書目名稱Boundary Crossing of Brownian Motion影響因子(影響力)學科排名




書目名稱Boundary Crossing of Brownian Motion網(wǎng)絡公開度




書目名稱Boundary Crossing of Brownian Motion網(wǎng)絡公開度學科排名




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書目名稱Boundary Crossing of Brownian Motion被引頻次學科排名




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書目名稱Boundary Crossing of Brownian Motion年度引用學科排名




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書目名稱Boundary Crossing of Brownian Motion讀者反饋學科排名




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The French Navy under Louis XIVmation holds uniformly over intervals if the boundaries recede to infinity. Therefore by integrating out the densities, approximations for the first exit probabilities can be derived. The sets on which the tangent approximation holds can be finite intervals or the whole real line. This depends on th
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Construction of tests of power one from smooth priors and the law of the iterated logarithm for postointed 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.
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