Sequential Analysis (eBook)

Abraham Wald (Autor)

eBook Download: EPUB

2013
224 Seiten
Dover Publications (Verlag)
9780486783239 (ISBN)

Infos

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.

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In 1943, while in charge of Columbia University's Statistical Research Group, Abraham Wald devised Sequential Design, an innovative statistical inference system. Because the decision to terminate an experiment is not predetermined, sequential analysis can arrive at a decision much sooner and with substantially fewer observations than equally reliable test procedures based on a predetermined number of observations. The system's immense value was immediately recognized, and its use was restricted to wartime research and procedures. In 1945, it was released to the public and has since revolutionized many aspects of statistical practice.This book is Professor Wald's own description of the system. Part I contains a discussion of the general theory of the sequential probability ratio test, with comparisons to traditional statistical inference systems. Part II discusses applications that illustrate the general theory and raise points of theoretical interest specific to these applications. Part III outlines a possible approach to the problem of sequential multi-valued decisions and estimation. All three sections can be understood by readers with only a background in college algebra and a first course in calculus. Mathematical derivations of somewhat intricate nature appear in the appendix.Sequential Analysis offers statistical researchers a time- and money-saving approach, introduces students to one of the major systems in contemporary use, and presents those already acquainted with the system with valuable background information.

Inhalt

IntroductionPart I. General Theory 1. Elements of the Current Theory of Testing Statistical Hypotheses 2. Sequential Test of a Statistical Hypothesis: General Discussion 3. The Sequential Probability Ration Test for Testing a Simple Hypothesis H0 Against a Single Alternative H1 4. Outline of a Theory of Sequential Tests of Simple and Composite Hypotheses Against a Set of AlternativesII. Application of the General Theory to Special Cases 5. Testing the Mean of a Binomial Distribution 6. Testing the Difference Between the Means of Two Binomial Distributions 7. Testing that the Mean of a Normal Distribution with Known Standard Deviation Falls Short of a Given Value 8. Testing that the Standard Deviation of a Normal Distribution Does Not Exceed a Given Value 9. Testing that the Mean of a Normal Distribution with Known Variance is Equal to a Specified ValueIII. The Problem of Multi-Valued Decisions and Estimation 10. The Choice of a Hypothesis from a Set of Mutually Exclusive Hypotheses 11. The Problem of Sequential EstimationAppendixIndex

Produkt-Details

• Erscheint lt. Verlag: 26.11.2013
• Sprache: englisch
• Maße: 140 x 140 mm
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Schlagworte: Probability • sequential analysis • sequential analysis, probability and statistics, mathematics, sequential tests, statistical hypotheses, revolutionary theory, sequential probability, sequential design, statistical inference systems, ratio test, sequential multi valued decisions, estimations, algebra, calculus, statistical research, statistical practice, science and math • Statistics
• ISBN-13: 9780486783239 / 9780486783239