Sequential Statistics
Download Sequential Statistics PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Sequential Statistics book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
Sequential Analysis
Author: David Siegmund
language: en
Publisher: Springer Science & Business Media
Release Date: 1985-08-07
The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald's elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observa tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numerous modifications of the sequential probability ratio test were proposed and their properties studied-often by simulation or lengthy numerical computation. (A notable exception is Anderson, 1960; see III.7.) In the past decade it has become possible to give a more complete theoretical analysis of many of the proposals and hence to understand them better.
Sequential Statistics
Author: Zakkula Govindarajulu
language: en
Publisher: World Scientific Publishing Company
Release Date: 2004-10-13
This book contains topics that can be covered in a single-semester course. Only elementary proofs are provided, and thus the mathematics and statistics are maintained at a basic level. Only a course in each of three areas — advanced calculus, probability and statistical inference — is assumed of the student. The book has a chapter on applications to biostatistics and a supplement presenting computer programs for selected sequential procedures. Identified problems are provided at the end of each chapter.
Sequential Analysis
The first to solve the general problem of sequential tests of statistical hypotheses, the author of this text explains his revolutionary theory of the sequential probability ratio test and its applications. 1947 edition.