Accession Number : ADA136384

Title :   Corrected Diffusion Approximations and Their Applications.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Siegmund,D

PDF Url : ADA136384

Report Date : Dec 1983

Pagination or Media Count : 26

Abstract : The current state of development of corrected diffusion approximations for first passage times to linear boundaries is reviewed. Some new results and several applications are described. Corrected diffusion approximations and large deviation approximations to the power function of a repeated significance test for a normal mean (known variance) are compared and contrasted. (Author)

Descriptors :   *Diffusion theory, Approximation(Mathematics), Probability, Brownian motion, Random variables

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE