Sequential Analysis
Title | Sequential Analysis PDF eBook |
Author | Abraham Wald |
Publisher | Courier Corporation |
Total Pages | 224 |
Release | 2013-11-26 |
Genre | Mathematics |
ISBN | 0486783235 |
The first to solve the general problem of sequential tests of statistical hypotheses, the author of this text explains his revolutionary theory of the sequential probability ratio test and its applications. 1947 edition.
Sequential Analysis
Title | Sequential Analysis PDF eBook |
Author | David Siegmund |
Publisher | Springer Science & Business Media |
Total Pages | 296 |
Release | 1985-08-07 |
Genre | Mathematics |
ISBN | 9780387961347 |
The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald's elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observa tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numerous modifications of the sequential probability ratio test were proposed and their properties studied-often by simulation or lengthy numerical computation. (A notable exception is Anderson, 1960; see III.7.) In the past decade it has become possible to give a more complete theoretical analysis of many of the proposals and hence to understand them better.
Sequential Analysis
Title | Sequential Analysis PDF eBook |
Author | Alexander Tartakovsky |
Publisher | CRC Press |
Total Pages | 600 |
Release | 2014-08-27 |
Genre | Mathematics |
ISBN | 1439838216 |
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Sequential Analysis and Optimal Design
Title | Sequential Analysis and Optimal Design PDF eBook |
Author | Herman Chernoff |
Publisher | SIAM |
Total Pages | 124 |
Release | 1972-01-01 |
Genre | Technology & Engineering |
ISBN | 9781611970593 |
An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.
Analyzing Interaction
Title | Analyzing Interaction PDF eBook |
Author | Roger Bakeman |
Publisher | Cambridge University Press |
Total Pages | 172 |
Release | 1995-07-28 |
Genre | Psychology |
ISBN | 9780521449014 |
Analyzing Interaction provides the practical underpinning and tools to carry out the sorts of sequential analyses essential to social psychology.
Sequential Analysis and Observational Methods for the Behavioral Sciences
Title | Sequential Analysis and Observational Methods for the Behavioral Sciences PDF eBook |
Author | Roger Bakeman |
Publisher | Cambridge University Press |
Total Pages | |
Release | 2011-10-10 |
Genre | Psychology |
ISBN | 1139504606 |
Behavioral scientists – including those in psychology, infant and child development, education, animal behavior, marketing and usability studies – use many methods to measure behavior. Systematic observation is used to study relatively natural, spontaneous behavior as it unfolds sequentially in time. This book emphasizes digital means to record and code such behavior; while observational methods do not require them, they work better with them. Key topics include devising coding schemes, training observers and assessing reliability, as well as recording, representing and analyzing observational data. In clear and straightforward language, this book provides a thorough grounding in observational methods along with considerable practical advice. It describes standard conventions for sequential data and details how to perform sequential analysis with a computer program developed by the authors. The book is rich with examples of coding schemes and different approaches to sequential analysis, including both statistical and graphical means.
Handbook of Sequential Analysis
Title | Handbook of Sequential Analysis PDF eBook |
Author | B.K. Ghosh |
Publisher | CRC Press |
Total Pages | 672 |
Release | 1991-04-24 |
Genre | Mathematics |
ISBN | 9780824784089 |
Sequential analysis refers to the body of statistical theory and methods where the sample size may depend in a random manner on the accumulating data. A formal theory in which optimal tests are derived for simple statistical hypotheses in such a framework was developed by Abraham Wald in the early 1