Distributions of stopping times for poisson processes with linear boundaries
- 1 January 1991
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics. Stochastic Models
- Vol. 7 (2) , 233-242
- https://doi.org/10.1080/15326349108807186
Abstract
Explicit formulae are derived for the distributions of stopping times associated with Poisson processes and linear boundaries. These distributions are required for various applications of sequential stopping in statistics, risk assessment for insurance, dam engineering, etc.Keywords
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