| 书目名称 | Sequential Analysis |
| 副标题 | Tests and Confidence |
| 编辑 | David Siegmund |
| 视频video | |
| 丛书名称 | Springer Series in Statistics |
| 图书封面 |  |
| 描述 | The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald‘s analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald‘s elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observa tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numer |
| 出版日期 | Book 1985 |
| 关键词 | Analysis; Brownian motion; Likelihood; Martingale; random walk; renewal theory |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4757-1862-1 |
| isbn_softcover | 978-1-4419-3075-0 |
| isbn_ebook | 978-1-4757-1862-1Series ISSN 0172-7397 Series E-ISSN 2197-568X |
| issn_series | 0172-7397 |
| copyright | Springer Science+Business Media New York 1985 |
发表于 2025-3-21 18:15:17
