
- 584 pages
- English
- PDF
- Available on iOS & Android
Sequential Statistical Procedures
About this book
Probability and Mathematical Statistics, Volume 26: Sequential Statistical Procedures provides information pertinent to the sequential procedures that are concerned with statistical analysis of data. This book discusses the fundamental aspects of sequential estimation. Organized into four chapters, this volume begins with an overview of the essential feature of sequential procedure. This text then examines the sequential probability ratio test procedure and provides a method of constructing a most powerful test for a simple hypothesis versus simple alternative-testing problem. Other chapters consider the problem of testing a composite hypothesis against a composite alternative. This book discusses as well the theory of sequential tests that is appropriate for distinguishing between two simple or composite hypotheses. The final chapter deals with the theory of sequential estimation. This book is a valuable resource for graduate students, research workers, and users of sequential procedures.
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Information
Table of contents
- Front Cover
- Sequential Statistical Procedures
- Copyright Page
- Table of Contents
- Dedication
- Preface
- Notation
- CHAPTER 1. Introduction and Certain Double Sampling Procedures
- CHAPTER 2. The Sequential Probability Ratio Test
- CHAPTER 3. Sequential Tests for Composite Hypotheses
- CHAPTER 4. Sequential Estimation
- APPENDIX 1: Solution to Wald's liquation
- APPENDIX 2: Differentiation of an Expectation
- APPENDIX 3: On the Moments of a Random Variable
- APPENDIX 4: The Normal Diffusion Process
- APPENDIX 5: Large Sample Properties of Maximum Likelihood estimates
- APPENDIX 6: A Table of Standard Distributions
- APPENDIX 7: A Useful Convergence Theorem of Cramer
- APPENDIX 8: Backward Induction
- References and Author Index
- Subject Index
- Probability and Mathematical Statistics
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