ISSN 0747-4946
Multivariate Control Charts for Monitoring the Mean Vector and Covariance Matrix with Variable Sampling Intervals
Marion R. Reynolds Jr.; Gyo-Young Cho
Pages 1 - 40
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Change-Point Problem for High-Order Markov Chain
Boris Darkhovsky
Pages 41 - 51
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A Proof of the Bomber Problem's Spend-It-All Conjecture
Jay Bartroff
Pages 52 - 57
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A Maximized Sequential Probability Ratio Test for Drug and Vaccine Safety Surveillance
Martin Kulldorff; Robert L. Davis; Margarette Kolczak†; Edwin Lewis; Tracy Lieu; Richard Platt
Pages 58 - 78
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An Elementary Approach to Optimal Stopping Problems for AR(1) Sequences
Sören Christensen; Albrecht Irle; Alexander Novikov
Pages 79 - 93
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Statistical Inference in Adaptive Group Sequential Trials with the Standardized Mean Difference as Effect Size
Joachim Hartung; Guido Knapp
Pages 94 - 113
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