9780387979083 - optimal sequentially planned decision procedures (lecture notes in statistics) (v. 79) di schmitz, norbert (15 risultati)

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Taschenbuch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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.

Lingua: Inglese
Editore: Springer New York, Springer New York Okt 1992, 1992
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 194…0'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. 228 pp. Englisch.

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Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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. Neve…rtheless, it was not until the early 1940 s that such a statistica.

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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This volume is concerned with statistical procedures where the data are collected in sequentially designed groups which retain the possibility of early stopping and remove some of the disadvantages of one-at-a-time sampling. In particu…lar, for generalizations of the SPRT algorithms, methods for computing characteristics (such as operating characteristics or power functions, expected sampling costs, etc.) are developed and implemented.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 228 pp. Englisch.