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Author: Abraham Wald
Publisher: Courier Corporation
Published: 2013-11-26
Total Pages: 228
ISBN-13: 0486783235
DOWNLOAD EBOOKThe 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: David Siegmund
Publisher: Springer Science & Business Media
Published: 2013-04-09
Total Pages: 285
ISBN-13: 1475718624
DOWNLOAD EBOOKThe 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.
Author: Alexander Tartakovsky
Publisher: CRC Press
Published: 2014-08-27
Total Pages: 600
ISBN-13: 1439838216
DOWNLOAD EBOOKSequential 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: G. Barrie Wetherill
Publisher: Chapman & Hall
Published: 1975
Total Pages: 256
ISBN-13:
DOWNLOAD EBOOKThe sequential probability ratin test; Sequential tests between three hypotheses; Extensions to the SPRT; Some applications of Cox's theorem; Some methods leading to closed boundaries; Decision theory; Sequential estimation; Sequential estimation of points on regression functions; Sequential estimation of points on quantal response curves; Double sampling; Selection procedures.
Author: Jay Bartroff
Publisher: Springer Science & Business Media
Published: 2012-12-12
Total Pages: 250
ISBN-13: 1461461146
DOWNLOAD EBOOKSequential Experimentation in Clinical Trials: Design and Analysis is developed from decades of work in research groups, statistical pedagogy, and workshop participation. Different parts of the book can be used for short courses on clinical trials, translational medical research, and sequential experimentation. The authors have successfully used the book to teach innovative clinical trial designs and statistical methods for Statistics Ph.D. students at Stanford University. There are additional online supplements for the book that include chapter-specific exercises and information. Sequential Experimentation in Clinical Trials: Design and Analysis covers the much broader subject of sequential experimentation that includes group sequential and adaptive designs of Phase II and III clinical trials, which have attracted much attention in the past three decades. In particular, the broad scope of design and analysis problems in sequential experimentation clearly requires a wide range of statistical methods and models from nonlinear regression analysis, experimental design, dynamic programming, survival analysis, resampling, and likelihood and Bayesian inference. The background material in these building blocks is summarized in Chapter 2 and Chapter 3 and certain sections in Chapter 6 and Chapter 7. Besides group sequential tests and adaptive designs, the book also introduces sequential change-point detection methods in Chapter 5 in connection with pharmacovigilance and public health surveillance. Together with dynamic programming and approximate dynamic programming in Chapter 3, the book therefore covers all basic topics for a graduate course in sequential analysis designs.
Author: B.K. Ghosh
Publisher: CRC Press
Published: 1991-04-24
Total Pages: 672
ISBN-13: 9780824784089
DOWNLOAD EBOOKSequential 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
Author: Arnaud Doucet
Publisher: Springer Science & Business Media
Published: 2013-03-09
Total Pages: 590
ISBN-13: 1475734379
DOWNLOAD EBOOKMonte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
Author: Nitis Mukhopadhyay
Publisher: CRC Press
Published: 2004-01-28
Total Pages: 494
ISBN-13: 1482276577
DOWNLOAD EBOOKA technically precise yet clear presentation of modern sequential methodologies having immediate applications to practical problems in the real world, Applied Sequential Methodologies communicates invaluable techniques for data mining, agricultural science, genetics, computer simulation, finance, clinical trials, sonar signal detection, randomizati
Author: Samuel Kotz
Publisher: Springer Science & Business Media
Published: 2013-12-01
Total Pages: 576
ISBN-13: 1461206677
DOWNLOAD EBOOKVolume III includes more selections of articles that have initiated fundamental changes in statistical methodology. It contains articles published before 1980 that were overlooked in the previous two volumes plus articles from the 1980's - all of them chosen after consulting many of today's leading statisticians.
Author: Roger Bakeman
Publisher: Cambridge University Press
Published: 1995-07-28
Total Pages: 172
ISBN-13: 9780521449014
DOWNLOAD EBOOKAnalyzing Interaction provides the practical underpinning and tools to carry out the sorts of sequential analyses essential to social psychology.
