Handbook of Sequential Analysis

Handbook of Sequential Analysis PDF

Author: B.K. Ghosh

Publisher: CRC Press

Published: 1991-04-24

Total Pages: 672

ISBN-13: 9780824784089

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Sequential analysis refers to the body of statistical theory and methods where the sample size may depend in a random manner on the accumulating data. A formal theory in which optimal tests are derived for simple statistical hypotheses in such a framework was developed by Abraham Wald in the early 1

Sequential Analysis

Sequential Analysis PDF

Author: Abraham Wald

Publisher: Courier Corporation

Published: 2004-06-10

Total Pages: 230

ISBN-13: 9780486439129

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The inventor of a statistical inference system book describes his system and its applications. Discusses the general theory of the sequential probability ratio test, with comparisons to traditional statistical inference systems; applications that illustrate the general theory and of theoretical interest specific to these applications; possible approaches to the problem of sequential multi-valued decisions and estimation.

Sequential Analysis

Sequential Analysis PDF

Author: Alexander Tartakovsky

Publisher: CRC Press

Published: 2014-08-27

Total Pages: 605

ISBN-13: 1439838208

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Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, this book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.

Sequential Analysis and Optimal Design

Sequential Analysis and Optimal Design PDF

Author: Herman Chernoff

Publisher: SIAM

Published: 1972-01-31

Total Pages: 128

ISBN-13: 0898710065

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An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.

Sequential Estimation

Sequential Estimation PDF

Author: Malay Ghosh

Publisher: John Wiley & Sons

Published: 2011-09-09

Total Pages: 504

ISBN-13: 1118165918

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The only comprehensive guide to the theory and practice of one oftoday's most important probabilistic techniques The past 15 years have witnessed many significant advances insequential estimation, especially in the areas of three-stage andnonparametric methodology. Yet, until now, there were no referencesdevoted exclusively to this rapidly growing statisticalfield. Sequential Estimation is the first, single-source guide to thetheory and practice of both classical and modern sequentialestimation techniques--including parametric and nonparametricmethods. Researchers in sequential analysis will appreciate theunified, logically integrated treatment of the subject, as well ascoverage of important contemporary procedures not covered in moregeneral sequential analysis texts, such as: * Shrinkage estimation * Empirical and hierarchical Bayes procedures * Multistage sampling and accelerated sampling procedures * Time-sequential estimation * Sequential estimation in finite population sampling * Reliability estimation and capture-recapture methodologiesleading to sequential tagging schemes An indispensable resource for researchers in sequential analysis,Sequential Estimation is an ideal graduate-level text as well.

Sequential Methods and Their Applications

Sequential Methods and Their Applications PDF

Author: Nitis Mukhopadhyay

Publisher: CRC Press

Published: 2019-08-30

Total Pages: 504

ISBN-13: 9780367386535

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Interactively Run Simulations and Experiment with Real or Simulated Data to Make Sequential Analysis Come Alive Taking an accessible, nonmathematical approach to this field, Sequential Methods and Their Applications illustrates the efficiency of sequential methodologies when dealing with contemporary statistical challenges in many areas. The book first explores fixed sample size, sequential probability ratio, and nonparametric tests. It then presents numerous multistage estimation methods for fixed-width confidence interval as well as minimum and bounded risk problems. The book also describes multistage fixed-size confidence region methodologies, selection methodologies, and Bayesian estimation. Through diverse applications, each chapter provides valuable approaches for performing statistical experiments and facilitating real data analysis. Functional in a variety of statistical problems, the authors' interactive computer programs show how the methodologies discussed can be implemented in data analysis. Each chapter offers examples of input, output, and their interpretations. Available online, the programs provide the option to save some parts of an output so readers can revisit computer-generated data for further examination with exploratory data analysis. Through this book and its computer programs, readers will better understand the methods of sequential analysis and be able to use them in real-world settings.

Sequential Analysis and Observational Methods for the Behavioral Sciences

Sequential Analysis and Observational Methods for the Behavioral Sciences PDF

Author: Roger Bakeman

Publisher: Cambridge University Press

Published: 2011-10-10

Total Pages:

ISBN-13: 1139504606

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Behavioral scientists – including those in psychology, infant and child development, education, animal behavior, marketing and usability studies – use many methods to measure behavior. Systematic observation is used to study relatively natural, spontaneous behavior as it unfolds sequentially in time. This book emphasizes digital means to record and code such behavior; while observational methods do not require them, they work better with them. Key topics include devising coding schemes, training observers and assessing reliability, as well as recording, representing and analyzing observational data. In clear and straightforward language, this book provides a thorough grounding in observational methods along with considerable practical advice. It describes standard conventions for sequential data and details how to perform sequential analysis with a computer program developed by the authors. The book is rich with examples of coding schemes and different approaches to sequential analysis, including both statistical and graphical means.

Scan Statistics

Scan Statistics PDF

Author: Joseph Glaz

Publisher: Springer Science & Business Media

Published: 2013-03-09

Total Pages: 380

ISBN-13: 1475734603

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In many statistical applications, scientists have to analyze the occurrence of observed clusters of events in time or space. Scientists are especially interested in determining whether an observed cluster of events has occurred by chance if it is assumed that the events are distributed independently and uniformly over time or space. Scan statistics have relevant applications in many areas of science and technology including geology, geography, medicine, minefield detection, molecular biology, photography, quality control and reliability theory and radio-optics.

Applied Sequential Methodologies

Applied Sequential Methodologies PDF

Author: Nitis Mukhopadhyay

Publisher: CRC Press

Published: 2004-01-28

Total Pages: 494

ISBN-13: 1482276577

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A technically precise yet clear presentation of modern sequential methodologies having immediate applications to practical problems in the real world, Applied Sequential Methodologies communicates invaluable techniques for data mining, agricultural science, genetics, computer simulation, finance, clinical trials, sonar signal detection, randomizati