Distributions of stopping times for Poisson processes with linear boundaries

Distributions of stopping times for Poisson processes with linear boundaries

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Article ID: iaor1992389
Country: United States
Volume: 7
Start Page Number: 233
End Page Number: 242
Publication Date: Aug 1991
Journal: Stochastic Models
Authors:
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.

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