Optimal Sequentially Planned Decision Procedures PDF Download

Author: Norbert Schmitz
Publisher: Springer Science & Business Media
ISBN: 1461227364
Category : Mathematics
Languages : en
Pages : 222

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Book Description
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.

Author: G. Duscha
Publisher:
ISBN: 9781461227373
Category :
Languages : en
Pages : 228

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Book Description

Author: Norbert Schmitz
Publisher:
ISBN: 9783540979081
Category : Analyse séquentielle
Languages : en
Pages : 207

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Book Description

Author: Norbert Schmitz
Publisher:
ISBN: 9780540979080
Category :
Languages : en
Pages : 207

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Book Description

Author: Brian McCall
Publisher: Routledge
ISBN: 1134422342
Category : Business & Economics
Languages : en
Pages : 727

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Book Description
The economics of search is a prominent component of economic theory, and it has a richness and elegance that underpins a host of practical applications. In this book Brian and John McCall present a comprehensive overview of the economic theory of search, from the classical model of job search formulated 40 years ago to the recent developments in eq

Author: Nitis Mukhopadhyay
Publisher: CRC Press
ISBN: 1420010026
Category : Mathematics
Languages : en
Pages : 512

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Book Description
Interactively Run Simulations and Experiment with Real or Simulated Data to Make Sequential Analysis Come AliveTaking an accessible, nonmathematical approach to this field, Sequential Methods and Their Applications illustrates the efficiency of sequential methodologies when dealing with contemporary statistical challenges in many areas.The book fir

Author: Annpey Pong
Publisher: CRC Press
ISBN: 9781439810170
Category : Mathematics
Languages : en
Pages : 496

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Book Description
In response to the US FDA's Critical Path Initiative, innovative adaptive designs are being used more and more in clinical trials due to their flexibility and efficiency, especially during early phase development. Handbook of Adaptive Designs in Pharmaceutical and Clinical Development provides a comprehensive and unified presentation of the princip

Author: Shelemyahu Zacks
Publisher: John Wiley & Sons
ISBN: 0470466944
Category : Medical
Languages : en
Pages : 411

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Book Description
An expert introduction to stage-wise adaptive designs in all areas of statistics Stage-Wise Adaptive Designs presents the theory and methodology of stage-wise adaptive design across various areas of study within the field of statistics, from sampling surveys and time series analysis to generalized linear models and decision theory. Providing the necessary background material along with illustrative S-PLUS functions, this book serves as a valuable introduction to the problems of adaptive designs. The author begins with a cohesive introduction to the subject and goes on to concentrate on generalized linear models, followed by stage-wise sampling procedures in sampling surveys. Adaptive forecasting in the area of time series analysis is presented in detail, and two chapters are devoted to applications in clinical trials. Bandits problems are also given a thorough treatment along with sequential detection of change-points, sequential applications in industrial statistics, and software reliability. S-Plus functions are available to accompany particular computations, and all examples can be worked out using R, which is available on the book's related FTP site. In addition, a detailed appendix outlines the use of these software functions, while an extensive bibliography directs readers to further research on the subject matter. Assuming only a basic background in statistical topics, Stage-Wise Adaptive Designs is an excellent supplement to statistics courses at the upper-undergraduate and graduate levels. It also serves as a valuable reference for researchers and practitioners in the fields of statistics and biostatistics.

Author: Rainer Schwabe
Publisher: Springer Science & Business Media
ISBN: 1461240387
Category : Mathematics
Languages : en
Pages : 132

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Book Description
In real applications most experimental situations are influenced by a large number of different factors. In these settings the design of an experiment leads to challenging optimization problems, even if the underlying relationship can be described by a linear model. Based on recent research, this book introduces the theory of optimum designs for complex models and develops general methods of reduction to marginal problems for large classes of models with relevant interaction structures.

Author: Mark Chang
Publisher: CRC Press
ISBN: 1584889632
Category : Mathematics
Languages : en
Pages : 442

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Book Description
Adaptive design has become an important tool in modern pharmaceutical research and development. Compared to a classic trial design with static features, an adaptive design allows for the modification of the characteristics of ongoing trials based on cumulative information. Adaptive designs increase the probability of success, reduce costs and the t