Title :
Distribution of a random walk with an application to a truncated nonparametric sequential test
Author :
Tantaratana, Sawasd
Author_Institution :
Auburn University, Auburn, AL
Abstract :
Explicit expressions for the probability of reaching a given position at each stage of a random walk are derived for the case of absorbing boundaries. Utilizing these results, exact expressions for the power function and the average sample number function of a truncated nonparametric sequential test are obtained. Some numerical examples are also given.
Keywords :
Parametric statistics; Probability density function; Quantization; Robustness; Sequential analysis; Signal detection; Statistical analysis; Statistical distributions; Symmetric matrices; Testing;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1981.12208
