Dynamic sampling plan in Shiryayev-Roberts procedure for detecting a change in the drift of Brownian motion
By: by M.S. Srivastava and Y. Wu.
Contributors: Wu, Yanhong.
Series: Technical report -- no. 9124; Technical report (University of Toronto.  Dept. of Statistics) -- no. 9124
Publisher: University of Toronto, Dept. of Statistics
Published: 1991
Place of publication: Toronto
Language: eng
Number of pages: 21
Subjects: Brownian motion processes.; Optimal stopping (Mathematical statistics).; Sampling (Statistics).
Notes: Cover title.

Includes bibliographical references.