Sequential Analysis: Tests and Confidence Intervals / Edition 1

Sequential Analysis: Tests and Confidence Intervals / Edition 1

by David Siegmund

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ISBN-10: 0387961348

ISBN-13: 9780387961347

Pub. Date: 08/07/1985

Publisher: Springer New York

Product Details

Springer New York
Publication date:
Springer Series in Statistics
Edition description:
Product dimensions:
6.10(w) x 9.25(h) x 0.03(d)

Table of Contents

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.

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