The monotonicity of the threshold detection probability in a stochastic accumulation process

Joseph Kreimer, Moshe Dror

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)63-71
Number of pages9
JournalComputers and Operations Research
Volume17
Issue number1
DOIs
StatePublished - 1990
Externally publishedYes

ASJC Scopus subject areas

  • Computer Science(all)
  • Modeling and Simulation
  • Management Science and Operations Research

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