David Siegmund

Sequential Analysis

Tests and Confidence Intervals

• Gebundenes Buch

Produktdetails

• Springer Series in Statistics
• Verlag: Springer, Berlin
• Seitenzahl: 272
• Erscheinungstermin: 31. Juli 2001
• Englisch
• Abmessung: 240mm
• Gewicht: 578g
• ISBN-13: 9783540961345
• ISBN-10: 3540961348
• Artikelnr.: 09218006

Inhaltsangabe

I Introduction and Examples.- II The Sequential Probability Ratio Test.- III Brownian Approximations and Truncated Tests.- IV Tests with Curved Stopping Boundaries.- V Examples of Repeated Significance Tests.- VI Allocation of Treatments.- VII Interval Estimation of Prescribed Accuracy.- VIII Random Walk and Renewal Theory.- IX Nonlinear Renewal Theory.- X Corrected Brownian Approximations.- XI Miscellaneous Boundary Crossing Problems.- Appendix 1 Brownian Motion.- Appendix 2 Queueing and Insurance Risk Theory.- Appendix 3 Martingales and Stochastic Integrals.- Appendix 4 Renewal Theory.- Bibliographical Notes.- References.