Sequential analysis and optimal design / Herman Chernoff.

Format:

Book

Author/Creator:

Chernoff, Herman.

Contributor:

Society for Industrial and Applied Mathematics.

Series:

CBMS-NSF regional conference series in applied mathematics ; 8.

Regional conference series in applied mathematics ; 8

Language:

English

Subjects (All):

Sequential analysis.

Experimental design.

Physical Description:

1 electronic text (ix, 119 p.) : digital file.

Place of Publication:

Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [c1972]

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

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.

Contents:

Preliminaries on probability

Generalities about the conventional theory of design of experiments

Optimal sample size

Preliminaries on regression

Design for linear regression: Elfving's method

Maximum-likelihood estimation

Locally optimal designs for estimation

More design in regression experiments

testing hypotheses

Optimal sample size in testing

Sequential probability-ratio test

Optimality of sequential probability-ratio test

Motivation for an approach to sequential design of experiments in testing hypotheses

Asymptotic optimality of procedure a in sequential design

Extensions and open questions in sequential design

The problem of adjacent hypotheses

Testing for the sign of a normal mean: no indifference zone

Bandit problems

Sequential estimation of a normal mean

Sequential estimation of the common mean of two normal populations.

Notes:

Bibliographic Level Mode of Issuance: Monograph

Includes bibliographical references (p. 117-119).

Title from title screen, viewed 04/05/2011.

ISBN:

1-61197-059-8

Publisher Number:

CB08 SIAM