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.
| Autorius: | Norbert Schmitz |
| Serija: | Lecture Notes in Statistics |
| Leidėjas: | Springer US |
| Išleidimo metai: | 1992 |
| Knygos puslapių skaičius: | 228 |
| ISBN-10: | 0387979085 |
| ISBN-13: | 9780387979083 |
| Formatas: | Knyga minkštu viršeliu |
| Kalba: | Anglų |
| Žanras: | Stochastics |
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