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Sequential Analysis || by David Siegmund (auth.) is a nonfiction available to read on EtoBox.

What is Sequential Analysis || about?

The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The developƯ ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intolƯ erable in practice. (ii) Wald's elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observaƯ tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numer

Who reads Sequential Analysis ||?

Author

David Siegmund (auth.)

Publisher

Springer New York : Imprint : Springer

Published

1985

Language

EN

ISBN

9780387961347

Category

nonfiction

Subjects

Mathematics, Stem