Abstract

Thcs problem of finding the power of the hypothesis test of no drift versus the alternative of positive linear drift in a one-dimensional Brownian motion process is considered. The tests are based on an observed sample of first passage or failure times under this process. The distribution of the test statktie of Nadas [1] under thr alternative hypothesis has been found. Power of the test is given in a closed series form for odd Silmple size.

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