Sequential Estimation
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Author | : Malay Ghosh |
Publisher | : John Wiley & Sons |
Total Pages | : 504 |
Release | : 2011-09-09 |
Genre | : Mathematics |
ISBN | : 1118165918 |
The only comprehensive guide to the theory and practice of one oftoday's most important probabilistic techniques The past 15 years have witnessed many significant advances insequential estimation, especially in the areas of three-stage andnonparametric methodology. Yet, until now, there were no referencesdevoted exclusively to this rapidly growing statisticalfield. Sequential Estimation is the first, single-source guide to thetheory and practice of both classical and modern sequentialestimation techniques--including parametric and nonparametricmethods. Researchers in sequential analysis will appreciate theunified, logically integrated treatment of the subject, as well ascoverage of important contemporary procedures not covered in moregeneral sequential analysis texts, such as: * Shrinkage estimation * Empirical and hierarchical Bayes procedures * Multistage sampling and accelerated sampling procedures * Time-sequential estimation * Sequential estimation in finite population sampling * Reliability estimation and capture-recapture methodologiesleading to sequential tagging schemes An indispensable resource for researchers in sequential analysis,Sequential Estimation is an ideal graduate-level text as well.
Author | : Gerald J. Bierman |
Publisher | : Courier Corporation |
Total Pages | : 260 |
Release | : 2006-05-26 |
Genre | : Mathematics |
ISBN | : 0486449815 |
This estimation reference text thoroughly describes matrix factorization methods successfully employed by numerical analysts, familiarizing readers with the techniques that lead to efficient, economical, reliable, and flexible estimation algorithms. Topics include a review of least squares data processing and the Kalman filter algorithm; positive definite matrices, the Cholesky decomposition, and some of their applications; Householder orthogonal transformations; sequential square root data processing; mapping effects and process noise; biases and correlated process noise; and covariance analysis of effects due to mismodeled variables and incorrect filter a priori statistics. The concluding chapters explore SRIF error analysis of effects due to mismodeled variables and incorrect filter a priori statistics as well as square root information smoothing. Geared toward advanced undergraduates and graduate students, this pragmatically oriented and detailed presentation is also a useful reference, featuring numerous helpful appendixes throughout the text.
Author | : Abraham Wald |
Publisher | : Courier Corporation |
Total Pages | : 228 |
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.
Author | : Michael Woodroofe |
Publisher | : SIAM |
Total Pages | : 124 |
Release | : 1982-01-01 |
Genre | : Technology & Engineering |
ISBN | : 9781611970302 |
The global approach to nonlinear renewal theory is integrated with the author's own local approach. Both the theory and its applications are placed in perspective by including a discussion of the linear renewal theorem and its applications to the sequential probability ratio test. Applications to repeated significance tests, to tests with power one, and to sequential estimation are also included. The monograph is self-contained for readers with a working knowledge of measure-theoretic probability and intermediate statistical theory.
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
Author | : Z. Govindarajulu |
Publisher | : World Scientific |
Total Pages | : 338 |
Release | : 2004 |
Genre | : Mathematics |
ISBN | : 9789812389053 |
This book contains topics that can be covered in a single-semester course. Only elementary proofs are provided, and thus the mathematics and statistics are maintained at a basic level. Only a course in each of three areas ? advanced calculus, probability and statistical inference ? is assumed of the student. The book has a chapter on applications to biostatistics and a supplement presenting computer programs for selected sequential procedures. Identified problems are provided at the end of each chapter.
Author | : Vlad Stefan Barbu |
Publisher | : John Wiley & Sons |
Total Pages | : 288 |
Release | : 2020-12-03 |
Genre | : Mathematics |
ISBN | : 1786306034 |
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
Author | : Z. Govindarajulu |
Publisher | : Academic Press |
Total Pages | : 585 |
Release | : 2014-06-20 |
Genre | : Mathematics |
ISBN | : 1483263320 |
Probability and Mathematical Statistics, Volume 26: Sequential Statistical Procedures provides information pertinent to the sequential procedures that are concerned with statistical analysis of data. This book discusses the fundamental aspects of sequential estimation. Organized into four chapters, this volume begins with an overview of the essential feature of sequential procedure. This text then examines the sequential probability ratio test procedure and provides a method of constructing a most powerful test for a simple hypothesis versus simple alternative-testing problem. Other chapters consider the problem of testing a composite hypothesis against a composite alternative. This book discusses as well the theory of sequential tests that is appropriate for distinguishing between two simple or composite hypotheses. The final chapter deals with the theory of sequential estimation. This book is a valuable resource for graduate students, research workers, and users of sequential procedures.
Author | : Pranab Kumar Sen |
Publisher | : SIAM |
Total Pages | : 106 |
Release | : 1985-01-01 |
Genre | : Mathematics |
ISBN | : 9781611970210 |
A study of sequential nonparametric methods emphasizing the unified Martingale approach to the theory, with a detailed explanation of major applications including problems arising in clinical trials, life-testing experimentation, survival analysis, classical sequential analysis and other areas of applied statistics and biostatistics.
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