Paper Info
Title
The monotonicity of the threshold detection probability in a stochastic accumulation process
Abstract
In this paper we prove for a number of distributions that the probability for the value of the sum of the first k (but not before) of i.i.d.r.v. to exceed a given value A is monotonically increasing in the range k < k ∗ ( or k < k ∗ + 1 ) where k ∗ = max k such that kμ ≤ A . We conjecture that this monotonicity property is preserved for a much larger family of distribution functions than those examined in the paper.
Year
DOI
Venue
1990
10.1016/0305-0548(90)90028-6
Computers & OR
Keywords
DocType
Volume
threshold detection probability,stochastic accumulation process
Journal
17
Issue
ISSN
Citations 
1
Computers and Operations Research
1
PageRank 
References 
Authors
0.75
0
2
Name
Order
Citations
PageRank
Joseph Kreimer1173.53
Moshe Dror257464.77