DocumentCode
964682
Title
Distribution of a random walk with an application to a truncated nonparametric sequential test
Author
Tantaratana, Sawasd
Author_Institution
Auburn University, Auburn, AL
Volume
69
Issue
12
fYear
1981
Firstpage
1582
Lastpage
1584
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;
fLanguage
English
Journal_Title
Proceedings of the IEEE
Publisher
ieee
ISSN
0018-9219
Type
jour
DOI
10.1109/PROC.1981.12208
Filename
1456476
Link To Document