Sequential Identification and Ranking Procedures PDF Download

Author: Robert Eric Bechhofer
Publisher:
ISBN:
Category : Sequential analysis
Languages : en
Pages : 448

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Author: B.K. Ghosh
Publisher: CRC Press
ISBN: 9780824784089
Category : Mathematics
Languages : en
Pages : 672

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Sequential analysis refers to the body of statistical theory and methods where the sample size may depend in a random manner on the accumulating data. A formal theory in which optimal tests are derived for simple statistical hypotheses in such a framework was developed by Abraham Wald in the early 1

Author: Nitis Mukhopadhyay
Publisher: CRC Press
ISBN: 9780824790783
Category : Mathematics
Languages : en
Pages : 434

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Book Description
"This useful volume provides a thorough synthesis of second-order asymptotics in multistage sampling methodologies for selection and ranking unifying available second-order results in general and applying them to a host of situations Contains, in each chapter, helpful Notes and Overviews to facilitate comprehension, as well as Complements and Problems for more in-depth study of specific topics!"

Author: Robert Eric Bechhofer
Publisher:
ISBN:
Category :
Languages : en
Pages : 420

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Author: Z. Govindarajulu
Publisher: Academic Press
ISBN: 1483263320
Category : Mathematics
Languages : en
Pages : 585

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Probability and Mathematical Statistics, Volume 26: Sequential Statistical Procedures provides information pertinent to the sequential procedures that are concerned with statistical analysis of data. This book discusses the fundamental aspects of sequential estimation. Organized into four chapters, this volume begins with an overview of the essential feature of sequential procedure. This text then examines the sequential probability ratio test procedure and provides a method of constructing a most powerful test for a simple hypothesis versus simple alternative-testing problem. Other chapters consider the problem of testing a composite hypothesis against a composite alternative. This book discusses as well the theory of sequential tests that is appropriate for distinguishing between two simple or composite hypotheses. The final chapter deals with the theory of sequential estimation. This book is a valuable resource for graduate students, research workers, and users of sequential procedures.

Author: Shanti S. Gupta
Publisher: SIAM
ISBN: 0898715326
Category : Mathematics
Languages : en
Pages : 592

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An encyclopaedic coverage of the literature in the area of ranking and selection procedures. It also deals with the estimation of unknown ordered parameters. This book can serve as a text for a graduate topics course in ranking and selection. It is also a valuable reference for researchers and practitioners.

Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1439838208
Category : Mathematics
Languages : en
Pages : 605

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Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, this book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.

Author: Nitis Mukhopadhyay
Publisher: CRC Press
ISBN: 9780824753955
Category : Mathematics
Languages : en
Pages : 498

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A technically precise yet clear presentation of modern sequential methodologies having immediate applications to practical problems in the real world, Applied Sequential Methodologies communicates invaluable techniques for data mining, agricultural science, genetics, computer simulation, finance, clinical trials, sonar signal detection, randomization, multiple comparisons, psychology, tracking, surveillance, and numerous additional areas of application. Includes more than 500 references, 165 figures and tables, and over 25 pages of subject and author indexes. Applied Sequential Methodologies brings the crucial nature of sequential approaches up to speed with recent theoretical gains, demonstrating their utility for solving real-life problems associated with Change-point detection in multichannel and distributed systems Best component selection for multivariate distributions Multistate processes Approximations for moving sums of discrete random variables Interim and terminal analyses of clinical trials Adaptive designs for longitudinal clinical trials Slope estimation in measurement-error models Tests for randomization and target tracking Appropriate count of simulation runs Stock price models Orders of genes Size and power control in multiple comparisons Authored by 33 leading scientists, this volume will greatly benefit sequential analysts, data analysts, applied statisticians, biometricians, clinical trialists, and upper-level undergraduate and graduate students in these disciplines.

Author:
Publisher:
ISBN:
Category : Experimental design
Languages : en
Pages : 1028

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Author: R. E. Bechhoefer
Publisher:
ISBN:
Category : Decision making
Languages : en
Pages : 40

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