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Nonlinear renewal theory in sequential analysis / Michael Woodroofe.
- Format:
- Book
- Author/Creator:
- Woodroofe, Michael.
- Series:
- CBMS-NSF regional conference series in applied mathematics ; 39.
- CBMS-NSF regional conference series in applied mathematics ; 39
- Language:
- English
- Subjects (All):
- Sequential analysis.
- Renewal theory.
- Physical Description:
- 1 electronic text (iv, 119 p.) : digital file.
- Place of Publication:
- Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1982.
- Language Note:
- English
- System Details:
- Mode of access: World Wide Web.
- System requirements: Adobe Acrobat Reader.
- Summary:
- 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.
- Contents:
- Randomly stopped sequences
- Random walks
- The sequential probability ratio test
- Nonlinear renewal theory
- Local limit theorems
- Open-ended tests
- Repeated significance tests
- Multiparameter problems
- Estimation following sequential testing
- Sequential estimation.
- Notes:
- Bibliographic Level Mode of Issuance: Monograph
- Includes bibliographical references (p. 117-119).
- Title from title screen, viewed 04/05/2011.
- ISBN:
- 1-61197-030-X
- Publisher Number:
- CB39 SIAM
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