Optimal Sequentially Planned Decision Procedures (Lecture Notes in Statistics) (v. 79) - Couverture souple

Schmitz, Norbert

Couverture souple

ISBN 10 : 0387979085 ISBN 13 : 9780387979083

Editeur : Springer, 1992

Synopsis

This volume is concerned with statistical procedures where the data are collected in sequentially designed groups which retain the possibility of early stopping and remove some of the disadvantages of one-at-a-time sampling. In particular, for generalizations of the SPRT algorithms, methods for computing characteristics (such as operating characteristics or power functions, expected sampling costs, etc.) are developed and implemented.

A propos du livre

À propos de l'auteur

Manfred Breithaupt ist Senior Planning Officer der Energie- und Transportabteilung der Deutschen Gesellschaft für Technische Zusammenarbeit (GTZ) GmbH in Eschborn. Horst Höfling führt seit über 20 Jahren als Diplom-Ingenieur der Elektrotechnik Energieprojekte für die GTZ. Lars Petzold ist Seniorberater der Kienbaum Development Services GmbH in Düsseldorf. Christine Philipp ist Diplom-Volkswirtin und Mitarbeiterin der Kienbaum Development Services GmbH in Düsseldorf. Dr. Norbert Schmitz ist Geschäftsleiter der Kienbaum Development Services GmbH in Düsseldorf. Dr. Rolf Sülzer ist Direktor des GTZ-Landesbüros Thailand in Bangkok.

À propos de la quatrième de couverture

Learning from experience, making decisions on the basis of the available information, and proceeding step by step to a desired goal are fundamental behavioural qualities of human beings. Nevertheless, it was not until the early 1940's that such a statistical theory - namely Sequential Analysis - was created, which allows us to investigate this kind of behaviour in a precise manner. A. Wald's famous sequential probability ratio test (SPRT; see example (1.8» turned out to have an enormous influence on the development of this theory. On the one hand, Wald's fundamental monograph "Sequential Analysis" ([Wa]*) is essentially centered around this test. On the other hand, important properties of the SPRT - e.g. Bayes­ optimality, minimax-properties, "uniform" optimality with respect to expected sample sizes - gave rise to the development of a general statistical decision theory. As a conse­ quence, the SPRT's played a dominating role in the further development of sequential analysis and, more generally, in theoretical statistics.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 1992
• Langue: anglais
• ISBN 10: 0387979085
• ISBN 13: 9780387979083
• Reliure: Broché
• Nombre de pages: 207
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne