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Article Dans Une Revue Journal of Mathematical Analysis and Applications Année : 2016

Boundary Crossing of Order Statistics Point Processes

Résumé

This paper is concerned with the first crossing of an order statistic point process through general moving boundaries. Our purpose is to determine exact boundary crossing probabilities in both one and two boundary cases. Simple recursive methods are obtained that exploit an underlying algebraic structure of polynomial type. This structure is a direct consequence of the order statistic property. The proposed approach is easy to implement and efficient. Perspectives in statistics are also announced.
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Dates et versions

hal-01354276 , version 1 (18-08-2016)
hal-01354276 , version 2 (22-11-2016)

Identifiants

  • HAL Id : hal-01354276 , version 2

Citer

Pierre-Olivier Goffard, Claude Lefèvre. Boundary Crossing of Order Statistics Point Processes. Journal of Mathematical Analysis and Applications, 2016. ⟨hal-01354276v2⟩
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