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ESTIMATION OF THE PROBABILITY A BROWNIAN BRIDGE CROSSES A CONCAVE BOUNDARY
(East Carolina University, 2010)
This thesis studies a new method to estimate the probability that a Brownian bridge crosses a concave boundary. We show that a Brownian bridge crosses a concave boundary if and only if its least concave majorant crosses ...
Economic Design of CUSUM Control Charts
(East Carolina University, 2014)
In statistical process control, control charts are one tool for monitoring the control status of a process. One such type of chart is the cumulative sum (CUSUM) chart which has advantages over other styles of control chart. ...