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dc.contributor.authorSingham, Dashi I.
dc.contributor.authorAtkinson, Michael P.
dc.date2017
dc.date.accessioned2017-02-08T19:00:19Z
dc.date.available2017-02-08T19:00:19Z
dc.date.issued2017
dc.identifier.citationD.I. Singham & M.P. Atkinson (2017). Boundary Crossing Probabilities for the Cumulative Sample Mean. Probability in the Engineering and Informational Sciences, 2017. doi:10.1017/S026996481700002X
dc.identifier.urihttp://hdl.handle.net/10945/51537
dc.descriptionThe article of record may be found at https://doi.org/10.1017/S026996481700002X
dc.description.abstractWe develop a new measure of reliability for the mean behavior of a process by calculating the probability the cumulative sample mean will stay within a given distance from the true mean over a period of time. This probability is derived using boundary-crossing properties of Brownian bridges. We derive finite sample results for independent and identically distributed normal data, limiting results for data meeting a functional central limit theorem, and draw parallels to standard normal confidence intervals. We deliver numerical results or i.i.d., dependent, and queueing processes.en_US
dc.language.isoen_US
dc.rightsThis publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.en_US
dc.titleBoundary crossing probabilities for the cumulative sample meanen_US
dc.typeArticleen_US
dc.contributor.corporateNaval Postgraduate School (U.S.)
dc.contributor.departmentOperations Research (OR)
dc.subject.authorBrownian bridgeen_US
dc.subject.authorreliabilityen_US
dc.subject.authorapplied probability
dc.subject.authorreliability theory


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