The monotonicity of the threshold detection probability in a stochastic accumulation process

The monotonicity of the threshold detection probability in a stochastic accumulation process

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Article ID: iaor20084191
Country: United Kingdom
Volume: 17
Issue: 1
Start Page Number: 63
End Page Number: 71
Publication Date: Jan 1990
Journal: Computers and Operations Research
Authors: ,
Abstract:

In this paper we prove for a number of distributions that the probability for the value of the sum of the first k (but not before) of i.i.d.r.v. to exceed a given value A is monotonically increasing in the range k < k* (or k < k* + 1 ) where k* = max k such that kμ ≤ A. We conjecture that this monotonicity property is preserved for a much larger family of distribution functions than those examined in the paper.

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