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dissertation.pdf (460.25 KB)
ETD Abstract Container
Abstract Header
Multi-dimensional CUSUM and SPRT Procedures
Author Info
Yao, Shangchen
Permalink:
http://rave.ohiolink.edu/etdc/view?acc_num=kent1555001577068819
Abstract Details
Year and Degree
2019, PHD, Kent State University, College of Arts and Sciences / Department of Mathematical Sciences.
Abstract
The Laplace transforms of the stopping times related to the SPRT process for testing the mean of geometric and exponential distributions are presented. This leads us to find the exact distribution of the stopping times. The closed forms of the 1st and 2nd moments of this stopping time are also provided. We also extend these results to SPRT process associated to multi-dimensional geometric and exponential distributions in some certain case. We also provide a closed form expression for the ARL (average run length) of a multi-dimensional CUSUM stopping rule in the multinomial model. Some open questions are presented as well.
Committee
Mohammad Khan (Advisor)
Pages
105 p.
Subject Headings
Mathematics
;
Statistics
Keywords
SPRT
;
CUSUM
;
ARL
;
Laplace transforms of the stopping times related to SPRT and CUSUM
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Citations
Yao, S. (2019).
Multi-dimensional CUSUM and SPRT Procedures
[Doctoral dissertation, Kent State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=kent1555001577068819
APA Style (7th edition)
Yao, Shangchen.
Multi-dimensional CUSUM and SPRT Procedures .
2019. Kent State University, Doctoral dissertation.
OhioLINK Electronic Theses and Dissertations Center
, http://rave.ohiolink.edu/etdc/view?acc_num=kent1555001577068819.
MLA Style (8th edition)
Yao, Shangchen. "Multi-dimensional CUSUM and SPRT Procedures ." Doctoral dissertation, Kent State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=kent1555001577068819
Chicago Manual of Style (17th edition)
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Document number:
kent1555001577068819
Download Count:
248
Copyright Info
© 2019, all rights reserved.
This open access ETD is published by Kent State University and OhioLINK.