Optimal Sequentially Planned Decision Procedures - Couverture souple

 
9783540979081: Optimal Sequentially Planned Decision Procedures
Couverture souple
ISBN 10 : 3540979085 ISBN 13 : 9783540979081
Editeur : Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1992

Synopsis

This volume is concerned with statistical procedures where the data are collected in sequentially designed groups. The basic premise here is that the expected total sample size is not always the appropriate criterion for evaluating statistical procedures, especially for nonlinear sampling costs (eg. additive fixed costs) and in clinical trials. In fact, this criterion seems to have been a hindrance to the practical use of Wald's sequential probability ratio test (SPRT) despite its well-known optimum properties. This volume systematically develops decision procedures 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. The procedures turn out to be optimal in a Bayesian sense as well as for problems with side conditions (eg. specified bounds on error probabilities or expected sampling costs). A theory of optimal sampling is developed in order to prove the various properties of the procedures.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This volume is concerned with statistical procedures where the data are collected in sequentially designed groups. The basic premise here is that the expected total sample size is not always the appropriate criterion for evaluating statistical procedures, especially for nonlinear sampling costs (e.g. additive fixed costs) and in clinical trials. In fact, this criterion seems to have been a hindrance to the practical use of Wald's sequential probability ratio test (SPRT) despite its well-known optimum properties. This volume systematically develops decision procedures 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. The procedures turn out to be optimal in a Bayesian sense as well as for problems with side conditions (e.g. specified bounds on error probabilities or expected sampling costs). A theory of optimal sampling is developed in order to prove the various properties of the procedures.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Date d'édition
1992
Langue
anglais
ISBN 10 
3540979085
ISBN 13 
9783540979081
Reliure
Broché
Nombre de pages
221
Éditeur
Schmitz Norbert
Coordonnées du fabricant
non disponible
Personne responsable
non disponible

Autres éditions populaires du même titre

9780387979083: Optimal Sequentially Planned Decision Procedures (Lecture Notes in Statistics) (v. 79)

Edition présentée

ISBN 10 :  0387979085 ISBN 13 :  9780387979083
Editeur : Springer, 1992
Couverture souple