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Original Articles

Optimum Test Procedures for the Mean of First Passage Time Distribution in Brownian Motion with Positive Drift (Inverse Gaussian Distribution)

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Pages 189-193 | Published online: 09 Apr 2012

References

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  • Nadas , A. 1973 . “Best Tests for Zero Drift Based on First Passage Times in Brownian Motion,” . Technometrics , 15 : 125 – 32 .
  • Roy , L. K. and Wasan , M. T. 1968 . “The First Passage Time Distribution of Brownian Motion with Positive Drift,” . Mathematical Biosciences , 3 : 191 – 204 .
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  • Tweedie , M. C. K. 1957 . “Statistical Properties of Inverse Gaussian Distribution I,” . Annals of Math. Statist. , 28 : 362 – 77 .

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