Nonlinear Renewal Theory in Sequential Analysis
Nonlinear Renewal Theory in Sequential Analysis
Michael Woodroofe
January 1982
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Paperback
9780898711806
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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.
Product details
January 1982Paperback
9780898711806
125 pages
252 × 174 × 10 mm
0.216kg
This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
Table of 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.
