Sequential statistics

• 作者: Govindarajulu, Z.
• 出版: New Jersey : World Scientific 2004.
• 稽核項: 1 online resource (xvi, 318 pages) :illustrations.
• 標題: Probability & StatisticsGeneral. , MATHEMATICS Probability & Statistics -- General. , Sequential analysis. , Electronic books. , MATHEMATICS , Statistics.
• ISBN: 9812389059 , 9789812389053
• ISBN: 9812389059
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• 附註: Includes bibliographical references and index. Intro; Sequential Statistic; Contents; Preface; Acknowledgements; 1 Preliminaries; 1.1 Introduction to Sequential Procedures; 1.2 Sampling Inspection Plans; 1.2.1 Sample Size Distribution; 1.3 Stein's Two-stage Procedure; 1.3.1 The Procedure; 2 The Sequential Probability Ratio Test; 2.1 The Sequential Probability Ratio Test (SPRT); 2.2 SPRT: It's Finite Termination and Bounds; 2.3 The Operating Characteristic Function; 2.4 The Average Sample Number; 2.5 Wald's Fundamental Identity; 2.5.1 Applications of the Fundamental Identity; 2.6 Bounds for the Average Sample Number 2.7 Improvements to OC and ASN Functions2.7.1 The OC Function; 2.7.2 The Average Sample Number; 2.8 Truncated SPRT; 2.9 Optimal Properties of the SPRT; 2.10 The Restricted SPRT; 2.11 Large-Sample Properties of the SPRT; 2.12 Problems; 3 Tests for Composite Hypotheses; 3.1 Method of Weight Functions; 3.1.1 Applications of the Method of Weight Functions; (a) Sequential Binomial Test; (b) Sequential Chi-square Test; 3.2 Sequential t and t2 Tests; 3.2.1 Uniform Asymptotic Expansion and Inversion for an Integral; 3.2.2 Barnard's Versions of Sequential t- and t2-tests; 3.2.3 Simulation Studies 3.2.4 Asymptotic Normality of the Statistic T3.2.5 Finite Sure Termination of Sequential t- and t2-tests; 3.2.6 Sequential t2-test (or t-test for Two-sided Alternatives); 3.2.7 The Sequential Test T; 3.2.8 An Alternative Sequential Test T'; 3.3 Sequential F-test; 3.3.1 Inversion Formula; 3.4 Likelihood Ratio Test Procedures; 3.4.1 Generalized Likelihood Ratio Tests for Koopman-Darmois Families; 3.5 Testing Three Hypotheses about Normal Mean; 3.5.1 Armitage-Sobel-Wald Test; 3.5.2 Choice of the Stopping Bounds; OC Function; 3.5.3 Bounds for ASN; Armitage's Procedure 3.5.4 Testing Two-sided Alternatives for Normal Mean3.6 The Efficiency of the SPRT; 3.6.1 Efficiency of the SPRT Relative to the Fixed-Sample Size Procedure at the Hypotheses; 3.6.2 Relative Efficiency at; 3.6.3 Limiting Relative Efficiency of the SPRT; 3.7 Bayes Sequential Procedures; 3.7.1 Bayes Sequential Binomial SPRT; The Methods of Calculation; 3.7.2 Dynamic Programming Method for the Binomial Case; 3.7.3 The Dynamic Programming Equation; The Efficiency of Their Procedure; 3.7.4 Bayes Sequential Procedures for the Normal Mean; 3.8 Small Error Probability and Power One Test Tests with small error probabilityTests with Power One; 3.9 Sequential Rank Test Procedures; 3.9.1 Kolmogorov-Smirnov Tests with Power One; 3.9.2 Sequential Sign Test; 3.9.3 Rank Order SPRT's Based on Lehmann Alternatives: Two-Sample Case; 3.9.4 One-Sample Rank Order SPRT's for Symmetry; Asymptotic Results; One-sided Alternatives; Two-sided Alternatives; 3.10 Appendix: A Useful Lemma; 3.11 Problems; 4 Sequential Estimation; 4.1 Basic Concepts; 4.2 Sufficiency and Completeness; 4.3 Cramer-Rao Lower Bound; 4.4 Two-Stage Procedures
• 摘要: Annotation , Annotation
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• 系統號: 005316479
• 資料類型: 電子書
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