Sequential Analysis: Tests and Confidence Intervals - Softcover

Siegmund, David

Softcover

ISBN 10: 1475718632 ISBN 13: 9781475718638

Publisher: Springer, 2012

Synopsis

I Introduction and Examples.- II The Sequential Probability Ratio Test.- III Brownian Approximations and Truncated Tests.- IV Tests with Curved Stopping Boundaries.- V Examples of Repeated Significance Tests.- VI Allocation of Treatments.- VII Interval Estimation of Prescribed Accuracy.- VIII Random Walk and Renewal Theory.- IX Nonlinear Renewal Theory.- X Corrected Brownian Approximations.- XI Miscellaneous Boundary Crossing Problems.- Appendix 1 Brownian Motion.- Appendix 2 Queueing and Insurance Risk Theory.- Appendix 3 Martingales and Stochastic Integrals.- Appendix 4 Renewal Theory.- Bibliographical Notes.- References.

Edition details

• Publisher: Springer
• Publication date: 2012
• Language: English
• ISBN 10: 1475718632
• ISBN 13: 9781475718638
• Binding: Paperback
• Number of pages: 288