书目名称 | Optimal Sequentially Planned Decision Procedures | 编辑 | Norbert Schmitz | 视频video | | 丛书名称 | Lecture Notes in Statistics | 图书封面 |  | 描述 | 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. | 出版日期 | Book 1993 | 关键词 | Hypothese; Power; Sequential Probability Ratio Test; probability | 版次 | 1 | doi | https://doi.org/10.1007/978-1-4612-2736-6 | isbn_softcover | 978-0-387-97908-3 | isbn_ebook | 978-1-4612-2736-6Series ISSN 0930-0325 Series E-ISSN 2197-7186 | issn_series | 0930-0325 | copyright | Springer-Verlag New York, Inc. 1993 |
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