Nonlinear Renewal Theory in Sequential Analysis
Part of CBMS-NSF Regional Conference Series in Applied Mathematics
- Author: Michael Woodroofe
- Date Published: January 1982
- availability: This item is not supplied by Cambridge University Press in your region. Please contact Soc for Industrial & Applied Mathematics for availability.
- format: Paperback
- isbn: 9780898711806
Paperback
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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.
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×Product details
- Date Published: January 1982
- format: Paperback
- isbn: 9780898711806
- length: 125 pages
- dimensions: 252 x 174 x 10 mm
- weight: 0.216kg
- availability: 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.
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