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Optimal Sequentially Planned Decision Procedures - Norbert Schmitz

Anglų
1992-10-28
120,11 € 184,78 €

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Learning from experience, making decisions on the basis of the available information, and proceeding step by step to a desired goal are fundamental behavioural qualities of human beings. Nevertheless, it was not until the early 1940's that such a statistical theory - namely Sequential Analysis - was created, which allows us to investigate this kind of behaviour in a precise manner. A. Wald's famous sequenti ... Visas aprašymas

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Learning from experience, making decisions on the basis of the available information, and proceeding step by step to a desired goal are fundamental behavioural qualities of human beings. Nevertheless, it was not until the early 1940's that such a statistical theory - namely Sequential Analysis - was created, which allows us to investigate this kind of behaviour in a precise manner. A. Wald's famous sequential probability ratio test (SPRT; see example (1.8» turned out to have an enormous influence on the development of this theory. On the one hand, Wald's fundamental monograph "Sequential Analysis" ([Wa]*) is essentially centered around this test. On the other hand, important properties of the SPRT - e.g. Bayes­ optimality, minimax-properties, "uniform" optimality with respect to expected sample sizes - gave rise to the development of a general statistical decision theory. As a conse­ quence, the SPRT's played a dominating role in the further development of sequential analysis and, more generally, in theoretical statistics.

Daugiau informacijos

Autorius Norbert Schmitz
Leidėjas Springer US
Series Lecture Notes in Statistics
Išleidimo metai 1992
Viršelio tipas Minkšti viršeliai
EAN 9780387979083
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120,11 € 184,78 €