optimal stopping rules (25 résultats)

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Paperback. Etat : new. Paperback. Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s. One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential ~nal~sis' was published in 1947. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed. A. Wald showed the advantage of sequential methods in the problem of testing (from independent obser- tions) two simple hypotheses. He proved that such methods yield on the average a smaller number of observations than any other method using fixed sample size (and the same probabilities of wrong decisions). Furth- more, Wald described a specific sequential procedure based on his sequ- tial probability ratio criterion which proved to be optimal in the class of all sequential methods. By the sequential method, as applied to the problem of testing two simple hypotheses, we mean a rule according to which the time at which the observations are terminated is prescribed as well as the terminal decision as to which of the two hypotheses is true. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Taschenbuch. Etat : Neu. An Introduction to Premature Optimal stopping Rules | P. V. Ubale (u. a.) | Taschenbuch | 64 S. | Englisch | 2014 | LAP LAMBERT Academic Publishing | EAN 9783659625046 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[dot]de | Anbieter: preigu.

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gebundene Ausgabe. Etat : Sehr gut. Stochastic Modelling and Applied Probability, Band 8. Zust: Gutes Exemplar. 227 S. Englisch 608g.

Paperback. Etat : new. Paperback. Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s. One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential ~nal~sis' was published in 1947. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed. A. Wald showed the advantage of sequential methods in the problem of testing (from independent obser- tions) two simple hypotheses. He proved that such methods yield on the average a smaller number of observations than any other method using fixed sample size (and the same probabilities of wrong decisions). Furth- more, Wald described a specific sequential procedure based on his sequ- tial probability ratio criterion which proved to be optimal in the class of all sequential methods. By the sequential method, as applied to the problem of testing two simple hypotheses, we mean a rule according to which the time at which the observations are terminated is prescribed as well as the terminal decision as to which of the two hypotheses is true. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.

Kartoniert / Broschiert. Etat : New. Although three decades have passed since first publication of this book reprinted now as a result of popular demand, the content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications.

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Taschenbuch. Etat : Neu. Neuware - Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s. One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential ~nal~sis' was published in 1947. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed. A. Wald showed the advantage of sequential methods in the problem of testing (from independent obser- tions) two simple hypotheses. He proved that such methods yield on the average a smaller number of observations than any other method using fixed sample size (and the same probabilities of wrong decisions). Furth- more, Wald described a specific sequential procedure based on his sequ- tial probability ratio criterion which proved to be optimal in the class of all sequential methods. By the sequential method, as applied to the problem of testing two simple hypotheses, we mean a rule according to which the time at which the observations are terminated is prescribed as well as the terminal decision as to which of the two hypotheses is true.

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Taschenbuch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is a reference book for the researchers working in the area of 'Optimal Stopping Rules'. It provides a foundation and comprehensive background of the optimization technique used in optimal stopping rules popularly known as 'Secretary Problem'. To provide simple algebraic treatment for solving the secretary problem and some of its extension is the primary objective of this book. There are many variations in the original secretary problem. In this book we focused only on the algebraic treatment and that too with only one important variation namely 'Two Tailed Secretary Problem'. 64 pp. Englisch.

Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Ubale P.V.P.V. Ubale is an associate Professor of Statistics in G.S.College Khamgaon affiliated to SGB Amravati University Amravati since last 27 years. S.P. Kane is a professor in the Post Graduate Teaching Department of Statistics .

Taschenbuch. Etat : Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is a reference book for the researchers working in the area of 'Optimal Stopping Rules'. It provides a foundation and comprehensive background of the optimization technique used in optimal stopping rules popularly known as 'Secretary Problem'. To provide simple algebraic treatment for solving the secretary problem and some of its extension is the primary objective of this book. There are many variations in the original secretary problem. In this book we focused only on the algebraic treatment and that too with only one important variation namely 'Two Tailed Secretary Problem'.Books on Demand GmbH, Überseering 33, 22297 Hamburg 64 pp. Englisch.

Taschenbuch. Etat : Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book is a reference book for the researchers working in the area of 'Optimal Stopping Rules'. It provides a foundation and comprehensive background of the optimization technique used in optimal stopping rules popularly known as 'Secretary Problem'. To provide simple algebraic treatment for solving the secretary problem and some of its extension is the primary objective of this book. There are many variations in the original secretary problem. In this book we focused only on the algebraic treatment and that too with only one important variation namely 'Two Tailed Secretary Problem'.

Etat : New. Print on Demand pp. 236 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Etat : New. PRINT ON DEMAND pp. 236.