Optimal Sequentially Planned Decision Procedures
Produktnummer:
1817138ed341d74a31b4cce175663a41c5
| Autor: | Schmitz, Norbert |
|---|---|
| Themengebiete: | Hypothese Power Sequential Probability Ratio Test probability |
| Veröffentlichungsdatum: | 28.10.1992 |
| EAN: | 9780387979083 |
| Sprache: | Englisch |
| Seitenzahl: | 207 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer US |
Produktinformationen "Optimal Sequentially Planned Decision Procedures"
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.
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