Optimal Sequentially Planned Decision Procedures (Lecture Notes in Statistics, 79). Questo articolo non è disponibile.Optimal Sequentially Planned Decision Procedures (Lecture Notes in Statistics, 79)

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.

Manfred Breithaupt ist Senior Planning Officer der Energie- und Transportabteilung der Deutschen Gesellschaft für Technische Zusammenarbeit (GTZ) GmbH in Eschborn. Horst Höfling führt seit über 20 Jahren als Diplom-Ingenieur der Elektrotechnik Energieprojekte für die GTZ. Lars Petzold ist Seniorberater der Kienbaum Development Services GmbH in Düsseldorf. Christine Philipp ist Diplom-Volkswirtin und Mitarbeiterin der Kienbaum Development Services GmbH in Düsseldorf. Dr. Norbert Schmitz ist Geschäftsleiter der Kienbaum Development Services GmbH in Düsseldorf. Dr. Rolf Sülzer ist Direktor des GTZ-Landesbüros Thailand in Bangkok.