ISBN: 9780387979083
ID: 9780387979083
This volume is concerned with statistical procedures where the data are collected in sequentially designed groups. The basic premise here is that the expected total sample size isnot always the appropriate criterion for evaluating statistical procedures, especially for nonlinear sampling costs (e.g. additive fixed costs) and in clinical trials. Infact, this criterion seems to have been a hindrance to the practical use of Wald's sequential probability ratio test (SPRT) despite its well-known This volume is concerned with statistical procedures where the data are collected in sequentially designed groups. The basic premise here is that the expected total sample size isnot always the appropriate criterion for evaluating statistical procedures, especially for nonlinear sampling costs (e.g. additive fixed costs) and in clinical trials. Infact, this criterion seems to have been a hindrance to the practical use of Wald's sequential probability ratio test (SPRT) despite its well-known optimum properties. This volume systematically develops decision procedures which retain the possibility of early stopping and remove some of the disadvantages of one-at-a-time sampling. In particular, for generalizations of the SPRT algorithms, methods for computing characteristics (such as operating characteristicsor power functions, expected sampling costs, etc.) are developed and implemented. The procedures turn out to be optimal in a Bayesian sense as well as for problems with side conditions (e.g. specified bounds on error probabilities or expected sampling costs). A theory of optimal sampling is developed in order to prove the various properties of the procedures. Books, Mathematics~~Probability & Statistics~~General, Optimal-Sequentially-Planned-Decision-Procedures~~Norbert-Schmitz, 999999999, Optimal Sequentially Planned Decision Procedures, Norbert Schmitz, Gunter Duscha, Josef Lubbert, Thomas Meyerthole, Ingram Olkin (Editor), J. Gani (Editor), Stephen E. Fienberg (, 0387979085, Springer New York, , , , , Springer New York
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ISBN: 9780387979083
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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. 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. Books, Reference~~Research & Information, General~~Decision Theory: General, Optimal Sequentially Planned Decision Procedures~~Book~~9780387979083~~Norbert Schmitz, , , , , , , , , ,, [PU: Springer]
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ISBN: 9780387979083
ID: 978038797908
This volume is concerned with statistical procedures where the data are collected in sequentially designed groups. The basic premise here is that the expected total sample size is not always the appropriate criterion for evaluating statistical procedures, especially for nonlinear sampling costs (e.g. additive fixed costs) and in clinical trials. In fact, this criterion seems to have been a hindrance to the practical use of Wald''s sequential probability ratio test (SPRT) despite its well-known optimum properties. This volume systematically develops decision procedures which retain the possibility of early stopping and remove some of the disadvantages of one-at-a-time sampling. In particular, for generalizations of the SPRT algorithms, methods for computing characteristics (such as operating characteristics or power functions, expected sampling costs, etc.) are developed and implemented. The procedures turn out to be optimal in a Bayesian sense as well as for problems with side conditions (e.g. specified bounds on error probabilities or expected sampling costs). A theory of optimal sampling is developed in order to prove the various properties of the procedures. Norbert Schmitz, Books, Science and Nature, Mathematics, Statistics, Optimal Sequentially Planned Decision Procedures Books>Science and Nature>Mathematics>Statistics, Springer New York
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ISBN: 9780387979083
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Optimal Sequentially Planned Decision Procedures Author :Norbert Schmitz 9780387979083 0387979085, [PU: Springer]
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Title: | Optimal Sequentially Planned Decision Procedures: v. 79 (Lecture Notes in Statistics) |
ISBN: | 0387979085 |
Details of the book - Optimal Sequentially Planned Decision Procedures: v. 79 (Lecture Notes in Statistics)
EAN (ISBN-13): 9780387979083
ISBN (ISBN-10): 0387979085
Paperback
Publishing year: 1992
Publisher: Springer
Book in our database since 18.05.2007 02:51:08
Book found last time on 28.06.2016 18:12:38
ISBN/EAN: 0387979085
ISBN - alternate spelling:
0-387-97908-5, 978-0-387-97908-3
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