Sequential Analysis: Tests and Confidence Intervals by David Siegmund (English)

Description: Sequential Analysis by David Siegmund 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. FORMAT Hardcover LANGUAGE English CONDITION Brand New Publisher Description 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 Walds 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) Walds 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. Table of Contents I Introduction and Examples.- II The Sequential Probability Ratio Test.- III Brownian Approximations and Truncated Tests.- IV Tests with Curved Stopping Boundaries.- V Examples of Repeated Significance Tests.- VI Allocation of Treatments.- VII Interval Estimation of Prescribed Accuracy.- VIII Random Walk and Renewal Theory.- IX Nonlinear Renewal Theory.- X Corrected Brownian Approximations.- XI Miscellaneous Boundary Crossing Problems.- Appendix 1 Brownian Motion.- Appendix 2 Queueing and Insurance Risk Theory.- Appendix 3 Martingales and Stochastic Integrals.- Appendix 4 Renewal Theory.- Bibliographical Notes.- References. Long Description 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 Details ISBN0387961348 Author David Siegmund Language English ISBN-10 0387961348 ISBN-13 9780387961347 Media Book Format Hardcover DEWEY 519.5 Year 1985 Imprint Springer-Verlag New York Inc. Subtitle Tests and Confidence Intervals Place of Publication New York, NY Country of Publication United States Birth 1941 Short Title SEQUENTIAL ANALYSIS 1985/E Pages 274 DOI 10.1007/b25168;10.1007/978-1-4757-1862-1 AU Release Date 1985-08-07 NZ Release Date 1985-08-07 US Release Date 1985-08-07 UK Release Date 1985-08-07 Publisher Springer-Verlag New York Inc. Edition Description 1985 ed. Series Springer Series in Statistics Edition 1985th Publication Date 1985-08-07 Alternative 9781441930750 Illustrations XI, 274 p. Audience Postgraduate, Research & Scholarly We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:96262219;

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