On the boundary crossing problem in memoryless models
نویسندگان
چکیده
The joint Laplace transform of the two sided boundary crossing stopping rule is known for negative exponential model only under certain conditions. In this paper we eliminate need such Our results also apply to problem geometric models. We further illustrate how can be used obtain distribution multidimensional rules memoryless
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ژورنال
عنوان ژورنال: Hacettepe journal of mathematics and statistics
سال: 2023
ISSN: ['1303-5010']
DOI: https://doi.org/10.15672/hujms.1038176