Author: Herman Chernoff
Publisher: SIAM
ISBN: 0898710065
Category : Technology & Engineering
Languages : en
Pages : 128
Book Description
An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.
Sequential Analysis and Optimal Design
Author: Herman Chernoff
Publisher: SIAM
ISBN: 0898710065
Category : Technology & Engineering
Languages : en
Pages : 128
Book Description
An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.
Publisher: SIAM
ISBN: 0898710065
Category : Technology & Engineering
Languages : en
Pages : 128
Book Description
An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.
Sequential Analysis and Optimal Design
Author: Herman Chernoff
Publisher: SIAM
ISBN: 9781611970593
Category : Technology & Engineering
Languages : en
Pages : 124
Book Description
An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.
Publisher: SIAM
ISBN: 9781611970593
Category : Technology & Engineering
Languages : en
Pages : 124
Book Description
An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.
Sequential Analysis and Optimal Design
SEQUENTIAL ANALYSIS AND OPTIMAL DESIGN. HERMANN CHERNOFF.
SEQUENTIAL ANALYSIS AND OPTIMAL DESIGN LECTURE PRESENTED AT A REGIONAL CONFERENCE IN THE MATHEMATICAL SCIENCES.
Nonlinear Renewal Theory in Sequential Analysis
Author: Michael Woodroofe
Publisher: SIAM
ISBN: 9781611970302
Category : Technology & Engineering
Languages : en
Pages : 124
Book Description
The global approach to nonlinear renewal theory is integrated with the author's own local approach. Both the theory and its applications are placed in perspective by including a discussion of the linear renewal theorem and its applications to the sequential probability ratio test. Applications to repeated significance tests, to tests with power one, and to sequential estimation are also included. The monograph is self-contained for readers with a working knowledge of measure-theoretic probability and intermediate statistical theory.
Publisher: SIAM
ISBN: 9781611970302
Category : Technology & Engineering
Languages : en
Pages : 124
Book Description
The global approach to nonlinear renewal theory is integrated with the author's own local approach. Both the theory and its applications are placed in perspective by including a discussion of the linear renewal theorem and its applications to the sequential probability ratio test. Applications to repeated significance tests, to tests with power one, and to sequential estimation are also included. The monograph is self-contained for readers with a working knowledge of measure-theoretic probability and intermediate statistical theory.
Optimal Design and Related Areas in Optimization and Statistics
Author: Luc Pronzato
Publisher: Springer Science & Business Media
ISBN: 0387799362
Category : Mathematics
Languages : en
Pages : 224
Book Description
The present volume is a collective monograph devoted to applications of the optimal design theory in optimization and statistics. The chapters re?ect the topics discussed at the workshop “W-Optimum Design and Related Statistical Issues” that took place in Juan-les-Pins, France, in May 2005. The title of the workshop was chosen as a light-hearted celebration of the work of Henry Wynn. It was supported by the Laboratoire I3S (CNRS/Universit ́ e de Nice, Sophia Antipolis), to which Henry is a frequent visitor. The topics covered partly re?ect the wide spectrum of Henry’s research - terests. Algorithms for constructing optimal designs are discussed in Chap. 1, where Henry’s contribution to the ?eld is acknowledged. Steepest-ascent - gorithms used to construct optimal designs are very much related to general gradientalgorithmsforconvexoptimization. Inthelasttenyears,asigni?cant part of Henry’s research was devoted to the study of the asymptotic prop- ties of such algorithms. This topic is covered by Chaps. 2 and 3. The work by Alessandra Giovagnoli concentrates on the use of majorization and stoch- tic ordering, and Chap. 4 is a hopeful renewal of their collaboration. One of Henry’s major recent interests is what is now called algebraic statistics, the application of computational commutative algebra to statistics, and he was partly responsible for introducing the experimental design sub-area, reviewed in Chap. 5. One other sub-area is the application to Bayesian networks and Chap. 6 covers this, with Chap. 7 being strongly related.
Publisher: Springer Science & Business Media
ISBN: 0387799362
Category : Mathematics
Languages : en
Pages : 224
Book Description
The present volume is a collective monograph devoted to applications of the optimal design theory in optimization and statistics. The chapters re?ect the topics discussed at the workshop “W-Optimum Design and Related Statistical Issues” that took place in Juan-les-Pins, France, in May 2005. The title of the workshop was chosen as a light-hearted celebration of the work of Henry Wynn. It was supported by the Laboratoire I3S (CNRS/Universit ́ e de Nice, Sophia Antipolis), to which Henry is a frequent visitor. The topics covered partly re?ect the wide spectrum of Henry’s research - terests. Algorithms for constructing optimal designs are discussed in Chap. 1, where Henry’s contribution to the ?eld is acknowledged. Steepest-ascent - gorithms used to construct optimal designs are very much related to general gradientalgorithmsforconvexoptimization. Inthelasttenyears,asigni?cant part of Henry’s research was devoted to the study of the asymptotic prop- ties of such algorithms. This topic is covered by Chaps. 2 and 3. The work by Alessandra Giovagnoli concentrates on the use of majorization and stoch- tic ordering, and Chap. 4 is a hopeful renewal of their collaboration. One of Henry’s major recent interests is what is now called algebraic statistics, the application of computational commutative algebra to statistics, and he was partly responsible for introducing the experimental design sub-area, reviewed in Chap. 5. One other sub-area is the application to Bayesian networks and Chap. 6 covers this, with Chap. 7 being strongly related.
Theory Of Optimal Experiments
Author: V.V. Fedorov
Publisher: Elsevier
ISBN: 0323162460
Category : Technology & Engineering
Languages : en
Pages : 307
Book Description
Theory Of Optimal Experiments
Publisher: Elsevier
ISBN: 0323162460
Category : Technology & Engineering
Languages : en
Pages : 307
Book Description
Theory Of Optimal Experiments
Optimal Design
Author: S. Silvey
Publisher: Springer Science & Business Media
ISBN: 9400959125
Category : Science
Languages : en
Pages : 94
Book Description
Prior to the 1970's a substantial literature had accumulated on the theory of optimal design, particularly of optimal linear regression design. To a certain extent the study of the subject had been piecemeal, different criteria of optimality having been studied separately. Also to a certain extent the topic was regarded as being largely of theoretical interest and as having little value for the practising statistician. However during this decade two significant developments occurred. It was observed that the various different optimality criteria had several mathematical properties in common; and general algorithms for constructing optimal design measures were developed. From the first of these there emerged a general theory of remarkable simplicity and the second at least raised the possibility that the theory would have more practical value. With respect to the second point there does remain a limiting factor as far as designs that are optimal for parameter estimation are concerned, and this is that the theory assumes that the model be collected is known a priori. This of course underlying data to is seldom the case in practice and it often happens that designs which are optimal for parameter estimation allow no possibility of model validation. For this reason the theory of design for parameter estimation may well have to be combined with a theory of model validation before its practical potential is fully realized. Nevertheless discussion in this monograph is limited to the theory of design optimal for parameter estimation.
Publisher: Springer Science & Business Media
ISBN: 9400959125
Category : Science
Languages : en
Pages : 94
Book Description
Prior to the 1970's a substantial literature had accumulated on the theory of optimal design, particularly of optimal linear regression design. To a certain extent the study of the subject had been piecemeal, different criteria of optimality having been studied separately. Also to a certain extent the topic was regarded as being largely of theoretical interest and as having little value for the practising statistician. However during this decade two significant developments occurred. It was observed that the various different optimality criteria had several mathematical properties in common; and general algorithms for constructing optimal design measures were developed. From the first of these there emerged a general theory of remarkable simplicity and the second at least raised the possibility that the theory would have more practical value. With respect to the second point there does remain a limiting factor as far as designs that are optimal for parameter estimation are concerned, and this is that the theory assumes that the model be collected is known a priori. This of course underlying data to is seldom the case in practice and it often happens that designs which are optimal for parameter estimation allow no possibility of model validation. For this reason the theory of design for parameter estimation may well have to be combined with a theory of model validation before its practical potential is fully realized. Nevertheless discussion in this monograph is limited to the theory of design optimal for parameter estimation.
Optimum Design 2000
Author: Anthony Atkinson
Publisher: Springer Science & Business Media
ISBN: 1475734190
Category : Mathematics
Languages : en
Pages : 313
Book Description
Optimum Design 2000
Publisher: Springer Science & Business Media
ISBN: 1475734190
Category : Mathematics
Languages : en
Pages : 313
Book Description
Optimum Design 2000