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.

Factorization Methods for Discrete Sequential Estimation

Factorization Methods for Discrete Sequential Estimation PDF

Author: Gerald J. Bierman

Publisher: Courier Corporation

Published: 2006-05-26

Total Pages: 260

ISBN-13: 0486449815

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This estimation reference text thoroughly describes matrix factorization methods successfully employed by numerical analysts, familiarizing readers with the techniques that lead to efficient, economical, reliable, and flexible estimation algorithms. Topics include a review of least squares data processing and the Kalman filter algorithm; positive definite matrices, the Cholesky decomposition, and some of their applications; Householder orthogonal transformations; sequential square root data processing; mapping effects and process noise; biases and correlated process noise; and covariance analysis of effects due to mismodeled variables and incorrect filter a priori statistics. The concluding chapters explore SRIF error analysis of effects due to mismodeled variables and incorrect filter a priori statistics as well as square root information smoothing. Geared toward advanced undergraduates and graduate students, this pragmatically oriented and detailed presentation is also a useful reference, featuring numerous helpful appendixes throughout the text.

Sequential statistics

Sequential statistics PDF

Author: Z. Govindarajulu

Publisher: World Scientific

Published: 2004

Total Pages: 338

ISBN-13: 9789812389053

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This book contains topics that can be covered in a single-semester course. Only elementary proofs are provided, and thus the mathematics and statistics are maintained at a basic level. Only a course in each of three areas ? advanced calculus, probability and statistical inference ? is assumed of the student. The book has a chapter on applications to biostatistics and a supplement presenting computer programs for selected sequential procedures. Identified problems are provided at the end of each chapter.

Sequential Methods and Their Applications

Sequential Methods and Their Applications PDF

Author: Nitis Mukhopadhyay

Publisher: CRC Press

Published: 2008-10-28

Total Pages: 512

ISBN-13: 1420010026

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Interactively Run Simulations and Experiment with Real or Simulated Data to Make Sequential Analysis Come AliveTaking 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 fir

Sequential Statistical Procedures

Sequential Statistical Procedures PDF

Author: Z. Govindarajulu

Publisher: Academic Press

Published: 2014-06-20

Total Pages: 585

ISBN-13: 1483263320

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Probability and Mathematical Statistics, Volume 26: Sequential Statistical Procedures provides information pertinent to the sequential procedures that are concerned with statistical analysis of data. This book discusses the fundamental aspects of sequential estimation. Organized into four chapters, this volume begins with an overview of the essential feature of sequential procedure. This text then examines the sequential probability ratio test procedure and provides a method of constructing a most powerful test for a simple hypothesis versus simple alternative-testing problem. Other chapters consider the problem of testing a composite hypothesis against a composite alternative. This book discusses as well the theory of sequential tests that is appropriate for distinguishing between two simple or composite hypotheses. The final chapter deals with the theory of sequential estimation. This book is a valuable resource for graduate students, research workers, and users of sequential procedures.

Theory and Applications of Sequential Nonparametrics

Theory and Applications of Sequential Nonparametrics PDF

Author: Pranab Kumar Sen

Publisher: SIAM

Published: 1985-01-01

Total Pages: 106

ISBN-13: 9781611970210

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A study of sequential nonparametric methods emphasizing the unified Martingale approach to the theory, with a detailed explanation of major applications including problems arising in clinical trials, life-testing experimentation, survival analysis, classical sequential analysis and other areas of applied statistics and biostatistics.

Nonlinear Renewal Theory in Sequential Analysis

Nonlinear Renewal Theory in Sequential Analysis PDF

Author: Michael Woodroofe

Publisher: SIAM

Published: 1982-01-01

Total Pages: 124

ISBN-13: 9781611970302

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The global approach to nonlinear renewal theory is integrated with the author's own local approach. Both the theory and its applications are placed in perspective by including a discussion of the linear renewal theorem and its applications to the sequential probability ratio test. Applications to repeated significance tests, to tests with power one, and to sequential estimation are also included. The monograph is self-contained for readers with a working knowledge of measure-theoretic probability and intermediate statistical theory.

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 Statistics

Sequential Statistics PDF

Author: Zakkula Govindarajulu

Publisher: World Scientific Publishing Company

Published: 2004-10-13

Total Pages: 336

ISBN-13: 9813106360

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This book contains topics that can be covered in a single-semester course. Only elementary proofs are provided, and thus the mathematics and statistics are maintained at a basic level. Only a course in each of three areas — advanced calculus, probability and statistical inference — is assumed of the student. The book has a chapter on applications to biostatistics and a supplement presenting computer programs for selected sequential procedures. Identified problems are provided at the end of each chapter.