Optimal Sequentially Planned Decision Procedures
Home > Reference > Research and information: general > Decision theory: general > Optimal Sequentially Planned Decision Procedures: (79 Lecture Notes in Statistics)
Optimal Sequentially Planned Decision Procedures: (79 Lecture Notes in Statistics)

Optimal Sequentially Planned Decision Procedures: (79 Lecture Notes in Statistics)


     0     
5
4
3
2
1



Available


X
About the Book

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.

Table of Contents:
I. Introduction.- § 1 Sequential statistical procedures.- § 2 Objectives of sequential analysis.- § 3 Historical remarks on the development of sequential analysis.- § 4 Examples of sequential procedures; purely sequential statistical decision procedures.- § 5 Objections to purely sequential statistical decision procedures.- § 6 Sequentially planned statistical procedures.- II. Optimal sequential sampling plans.- § 1 Problems of optimal sampling.- § 2 Optimal sampling plans for finite horizon.- § 3 Existence of optimal sampling plans for general A.- § 4 Optimal sampling plans for the Markov case.- III. Sequentially planned tests; sequentially planned probability ratio tests.- § 1 Notation.- § 2 The iid case.- § 3 Sequentially planned probability ratio tests.- § 4 Algorithms for computing the OC- and ASC-function of SPPRT’s in the iid case.- § 5 Remarks on the implementation of the algorithms; Examples.- § 6 Remarks on the comparison of the methods and on convergence-improvements for the BF-/EV- method.- IV. Bayes-optimal sequentially planned decision procedures.- § 1 Introduction.- § 2 Bayes-procedures.- § 3 A posteriori-distributions.- § 4 Bayes-optimal sampling plans; Markov case.- V. Optimal sequentially planned tests under side conditions.- § 1 Decision problems with side conditions.- § 2 Characterizations of optimal sequentially planned decision procedures.- § 3 Sequentially planned tests for simple hypotheses in the iid case.- § 4 The modified Kiefer-Weiss problem in the iid case.- § 5 Locally optimal sequentially planned tests in the dominated iid case.- § 6 Remarks on the monotonicity of the power functions of SPPRT’s and GSPPRT’s.- Appendix A: Mathematical models for sequentially planned sampling procedures.- § A.1 The concept ofpolicies by Mandelbaum and Vanderbei.- § A.2 The concept of tactics by Krengel and Sucheston.- § A.3 The concept of decision functions by Washburn and Willsky.- § A.4 The concept of stopped decision models by Rieder.- Appendix B: Implementation of the algorithms EV, BF and ILE; Diophantine Approximation.- § B.1 Listing of the modules.- § B.2 Diophantine approximation.- Appendix C: References, Bibliography.


Best Sellers


Product Details
  • ISBN-13: 9780387979083
  • Publisher: Springer-Verlag New York Inc.
  • Binding: Paperback
  • Language: English
  • Returnable: Y
  • Series Title: 79 Lecture Notes in Statistics
  • ISBN-10: 0387979085
  • Publisher Date: 28 Oct 1992
  • Height: 235 mm
  • No of Pages: 207
  • Returnable: Y
  • Width: 155 mm


Similar Products

Add Photo
Add Photo

Customer Reviews

REVIEWS      0     
Click Here To Be The First to Review this Product
Optimal Sequentially Planned Decision Procedures: (79 Lecture Notes in Statistics)
Springer-Verlag New York Inc. -
Optimal Sequentially Planned Decision Procedures: (79 Lecture Notes in Statistics)
Writing guidlines
We want to publish your review, so please:
  • keep your review on the product. Review's that defame author's character will be rejected.
  • Keep your review focused on the product.
  • Avoid writing about customer service. contact us instead if you have issue requiring immediate attention.
  • Refrain from mentioning competitors or the specific price you paid for the product.
  • Do not include any personally identifiable information, such as full names.

Optimal Sequentially Planned Decision Procedures: (79 Lecture Notes in Statistics)

Required fields are marked with *

Review Title*
Review
    Add Photo Add up to 6 photos
    Would you recommend this product to a friend?
    Tag this Book Read more
    Does your review contain spoilers?
    What type of reader best describes you?
    I agree to the terms & conditions
    You may receive emails regarding this submission. Any emails will include the ability to opt-out of future communications.

    CUSTOMER RATINGS AND REVIEWS AND QUESTIONS AND ANSWERS TERMS OF USE

    These Terms of Use govern your conduct associated with the Customer Ratings and Reviews and/or Questions and Answers service offered by Bookswagon (the "CRR Service").


    By submitting any content to Bookswagon, you guarantee that:
    • You are the sole author and owner of the intellectual property rights in the content;
    • All "moral rights" that you may have in such content have been voluntarily waived by you;
    • All content that you post is accurate;
    • You are at least 13 years old;
    • Use of the content you supply does not violate these Terms of Use and will not cause injury to any person or entity.
    You further agree that you may not submit any content:
    • That is known by you to be false, inaccurate or misleading;
    • That infringes any third party's copyright, patent, trademark, trade secret or other proprietary rights or rights of publicity or privacy;
    • That violates any law, statute, ordinance or regulation (including, but not limited to, those governing, consumer protection, unfair competition, anti-discrimination or false advertising);
    • That is, or may reasonably be considered to be, defamatory, libelous, hateful, racially or religiously biased or offensive, unlawfully threatening or unlawfully harassing to any individual, partnership or corporation;
    • For which you were compensated or granted any consideration by any unapproved third party;
    • That includes any information that references other websites, addresses, email addresses, contact information or phone numbers;
    • That contains any computer viruses, worms or other potentially damaging computer programs or files.
    You agree to indemnify and hold Bookswagon (and its officers, directors, agents, subsidiaries, joint ventures, employees and third-party service providers, including but not limited to Bazaarvoice, Inc.), harmless from all claims, demands, and damages (actual and consequential) of every kind and nature, known and unknown including reasonable attorneys' fees, arising out of a breach of your representations and warranties set forth above, or your violation of any law or the rights of a third party.


    For any content that you submit, you grant Bookswagon a perpetual, irrevocable, royalty-free, transferable right and license to use, copy, modify, delete in its entirety, adapt, publish, translate, create derivative works from and/or sell, transfer, and/or distribute such content and/or incorporate such content into any form, medium or technology throughout the world without compensation to you. Additionally,  Bookswagon may transfer or share any personal information that you submit with its third-party service providers, including but not limited to Bazaarvoice, Inc. in accordance with  Privacy Policy


    All content that you submit may be used at Bookswagon's sole discretion. Bookswagon reserves the right to change, condense, withhold publication, remove or delete any content on Bookswagon's website that Bookswagon deems, in its sole discretion, to violate the content guidelines or any other provision of these Terms of Use.  Bookswagon does not guarantee that you will have any recourse through Bookswagon to edit or delete any content you have submitted. Ratings and written comments are generally posted within two to four business days. However, Bookswagon reserves the right to remove or to refuse to post any submission to the extent authorized by law. You acknowledge that you, not Bookswagon, are responsible for the contents of your submission. None of the content that you submit shall be subject to any obligation of confidence on the part of Bookswagon, its agents, subsidiaries, affiliates, partners or third party service providers (including but not limited to Bazaarvoice, Inc.)and their respective directors, officers and employees.

    Accept

    New Arrivals


    Inspired by your browsing history


    Your review has been submitted!

    You've already reviewed this product!