Sequential Analysis and Optimal Design
£35.99
Part of CBMS-NSF Regional Conference Series in Applied Mathematics
- Author: Herman Chernoff
- Date Published: January 1972
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial null Mathematics for availability.
- format: Paperback
- isbn: 9780898710069
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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.
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×Product details
- Date Published: January 1972
- format: Paperback
- isbn: 9780898710069
- length: 125 pages
- dimensions: 255 x 178 x 100 mm
- weight: 0.3kg
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial null Mathematics for availability.
Table of 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.
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