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Results tagged with st.statistics
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user 100873
Applied and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments.
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Stopping time on the sum of a moving window
(Cross post from MSE)
Let $\xi_i$ be iid random variables, and define:
$$S_{(k)} = \sum_{i=1}^N \xi_{i+k}$$
Now, define:
$$\tau = \min \left\{ k : S_{(k)} \notin (a,b) \right\}$$
How can I find $\math …
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