Exact Tests for Zero Drift Based on First Passage Times in Brownian Motion
- 1 February 1974
- journal article
- research article
- Published by JSTOR in Technometrics
- Vol. 16 (1) , 133
- https://doi.org/10.2307/1267502
Abstract
In this paper, we present a method of obtaining the exact critical region, based on a UMP test statistic of Nádas (1973), for testing for zero drift in a Brownian Motion process, where the data come from an Inverse Gaussian (first-passage) distribution. The alternative hypothesis is that the drift is positive.Keywords
This publication has 0 references indexed in Scilit: