Sequential Analysis Tests and Confidence Intervals

Sequential Analysis Tests and Confidence Intervals / by David Siegmund.

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...

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Bibliographic Details
Main Author: Siegmund, David (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 1985.
Edition:1st ed. 1985.
Series:Springer Series in Statistics,
Springer eBook Collection.
Subjects:
Statistics .
Probabilities.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
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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