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Sequential Analysis
Design Methods and Applications
Volume 16, 1997 - Issue 4
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Original Articles

The distribution of brownian motion on linear stopping boundaries

Pages 345-352 | Published online: 29 Mar 2007

References

  • Anderson , T.W. 1960 . A modification of the sequentid probability ratio test to reduce the sample size . Ann. Math. Statist. , 31 : 165 – 197 .
  • Aritage , P. 1975 . Sequential Medical Trials , Oxford, , UK : Blackwell .
  • Chhikara , R.S. and Folks , J.L. 1989 . The Inverse Gaussian Distribution: Theory, Methodology and Applications Dekker, New York
  • Freedman , D. 1971 . Brownian Motion and Diffusion Holden Day, San Francisco
  • Liu A. Folks J. L. Uniform minimum variance unbiased estimation of the drift of Brownian motion with linear boundaries Department of Statistics,University of Rochester Rochester, NY 1989 Preprint
  • Siegmund , D. 1985 . Sequential Analysis Tests and Confidence Intervals Springer Verlag, New York
  • Whitehead , J. 1992 . The Design and Analysis of Sequential Clinical Trials , Chichester, , UK : Ellis Horwood .

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