A Stochastic process arising in sequential experimentation

W. Stadje

Statistics & Probability Letters, 1995, vol. 23, issue 4, 359-365

Abstract: Experiments are launched at every time instant , the times until completion being i.i.d. non-negative random variables Xn. We consider the process formed by the temporally ordered completion times. Formulas for its one- and two-dimensional marginal distributions are derived from which we obtain closed-form expressions for these distributions as well as for the inter-arrival time density in the case of exponential Xn.

Keywords: Temporally; ordered; completion; times; Marginal; distributions; Inter-arrival; time (search for similar items in EconPapers)
Date: 1995
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