Optimal Sequentially Planned Decision Procedures

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Optimal Sequentially Planned Decision Procedures
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Author : Norbert Schmitz
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Optimal Sequentially Planned Decision Procedures written by Norbert Schmitz and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Learning from experience, making decisions on the basis of the available information, and proceeding step by step to a desired goal are fundamental behavioural qualities of human beings. Nevertheless, it was not until the early 1940's that such a statistical theory - namely Sequential Analysis - was created, which allows us to investigate this kind of behaviour in a precise manner. A. Wald's famous sequential probability ratio test (SPRT; see example (1.8» turned out to have an enormous influence on the development of this theory. On the one hand, Wald's fundamental monograph "Sequential Analysis" ([Wa]*) is essentially centered around this test. On the other hand, important properties of the SPRT - e.g. Bayes optimality, minimax-properties, "uniform" optimality with respect to expected sample sizes - gave rise to the development of a general statistical decision theory. As a conse quence, the SPRT's played a dominating role in the further development of sequential analysis and, more generally, in theoretical statistics.
Optimal Sequentially Planned Decision Procedures
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Author : G. Duscha
language : en
Publisher:
Release Date : 1992-10-28
Optimal Sequentially Planned Decision Procedures written by G. Duscha and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992-10-28 with categories.
Sequential Methods And Their Applications
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Author : Nitis Mukhopadhyay
language : en
Publisher: CRC Press
Release Date : 2008-10-28
Sequential Methods And Their Applications written by Nitis Mukhopadhyay and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-10-28 with Mathematics categories.
Interactively Run Simulations and Experiment with Real or Simulated Data to Make Sequential Analysis Come AliveTaking an accessible, nonmathematical approach to this field, Sequential Methods and Their Applications illustrates the efficiency of sequential methodologies when dealing with contemporary statistical challenges in many areas.The book fir
The Economics Of Search
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Author : Brian McCall
language : en
Publisher: Routledge
Release Date : 2007-12-20
The Economics Of Search written by Brian McCall and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-12-20 with Business & Economics categories.
The economics of search is a prominent component of economic theory, and it has a richness and elegance that underpins a host of practical applications. In this book Brian and John McCall present a comprehensive overview of the economic theory of search, from the classical model of job search formulated 40 years ago to the recent developments in eq
Stochastic Processes And Orthogonal Polynomials
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Author : Wim Schoutens
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Processes And Orthogonal Polynomials written by Wim Schoutens and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinary relations between the two main ingredients of stochastic processes and orthogonal polynomials. It covers topics like time dependent and asymptotic analysis for birth-death processes and diffusions, martingale relations for Lévy processes, stochastic integrals and Stein's approximation method. Almost all well-known orthogonal polynomials, which are brought together in the so-called Askey Scheme, come into play. This volume clearly illustrates the powerful mathematical role of orthogonal polynomials in the analysis of stochastic processes and is made accessible for all mathematicians with a basic background in probability theory and mathematical analysis. Wim Schoutens is a Postdoctoral Researcher of the Fund for Scientific Research-Flanders (Belgium). He received his PhD in Science from the Catholic University of Leuven, Belgium.
Statistical Testing Strategies In The Health Sciences
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Author : Albert Vexler
language : en
Publisher: CRC Press
Release Date : 2017-12-19
Statistical Testing Strategies In The Health Sciences written by Albert Vexler and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-12-19 with Mathematics categories.
Statistical Testing Strategies in the Health Sciences provides a compendium of statistical approaches for decision making, ranging from graphical methods and classical procedures through computationally intensive bootstrap strategies to advanced empirical likelihood techniques. It bridges the gap between theoretical statistical methods and practical procedures applied to the planning and analysis of health-related experiments. The book is organized primarily based on the type of questions to be answered by inference procedures or according to the general type of mathematical derivation. It establishes the theoretical framework for each method, with a substantial amount of chapter notes included for additional reference. It then focuses on the practical application for each concept, providing real-world examples that can be easily implemented using corresponding statistical software code in R and SAS. The book also explains the basic elements and methods for constructing correct and powerful statistical decision-making processes to be adapted for complex statistical applications. With techniques spanning robust statistical methods to more computationally intensive approaches, this book shows how to apply correct and efficient testing mechanisms to various problems encountered in medical and epidemiological studies, including clinical trials. Theoretical statisticians, medical researchers, and other practitioners in epidemiology and clinical research will appreciate the book’s novel theoretical and applied results. The book is also suitable for graduate students in biostatistics, epidemiology, health-related sciences, and areas pertaining to formal decision-making mechanisms.
Athens Conference On Applied Probability And Time Series Analysis
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Author : C.C. Heyde
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Athens Conference On Applied Probability And Time Series Analysis written by C.C. Heyde and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume I includes papers on applied probability in Honor of J.M. Gani. The topics include probability and probabilistic methods in recursive algorithms and stochastic models, Markov and other stochastic models such as Markov chains, branching processes and semi-Markov systems, biomathematical and genetic models, epidemilogical models including S-I-R (Susceptible-Infective-Removal), household and AIDS epidemics, financial models for option pricing and optimization problems, random walks, queues and their waiting times, and spatial models for earthquakes and inference on spatial models.
Robust Bayesian Analysis
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Author : David Rios Insua
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Robust Bayesian Analysis written by David Rios Insua and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Robust Bayesian analysis aims at overcoming the traditional objection to Bayesian analysis of its dependence on subjective inputs, mainly the prior and the loss. Its purpose is the determination of the impact of the inputs to a Bayesian analysis (the prior, the loss and the model) on its output when the inputs range in certain classes. If the impact is considerable, there is sensitivity and we should attempt to further refine the information the incumbent classes available, perhaps through additional constraints on and/ or obtaining additional data; if the impact is not important, robustness holds and no further analysis and refinement would be required. Robust Bayesian analysis has been widely accepted by Bayesian statisticians; for a while it was even a main research topic in the field. However, to a great extent, their impact is yet to be seen in applied settings. This volume, therefore, presents an overview of the current state of robust Bayesian methods and their applications and identifies topics of further in terest in the area. The papers in the volume are divided into nine parts covering the main aspects of the field. The first one provides an overview of Bayesian robustness at a non-technical level. The paper in Part II con cerns foundational aspects and describes decision-theoretical axiomatisa tions leading to the robust Bayesian paradigm, motivating reasons for which robust analysis is practically unavoidable within Bayesian analysis.
Stochastic Epidemic Models And Their Statistical Analysis
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Author : Hakan Andersson
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Epidemic Models And Their Statistical Analysis written by Hakan Andersson and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
The present lecture notes describe stochastic epidemic models and methods for their statistical analysis. Our aim is to present ideas for such models, and methods for their analysis; along the way we make practical use of several probabilistic and statistical techniques. This will be done without focusing on any specific disease, and instead rigorously analyzing rather simple models. The reader of these lecture notes could thus have a two-fold purpose in mind: to learn about epidemic models and their statistical analysis, and/or to learn and apply techniques in probability and statistics. The lecture notes require an early graduate level knowledge of probability and They introduce several techniques which might be new to students, but our statistics. intention is to present these keeping the technical level at a minlmum. Techniques that are explained and applied in the lecture notes are, for example: coupling, diffusion approximation, random graphs, likelihood theory for counting processes, martingales, the EM-algorithm and MCMC methods. The aim is to introduce and apply these techniques, thus hopefully motivating their further theoretical treatment. A few sections, mainly in Chapter 5, assume some knowledge of weak convergence; we hope that readers not familiar with this theory can understand the these parts at a heuristic level. The text is divided into two distinct but related parts: modelling and estimation.
Empirical Bayes And Likelihood Inference
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Author : S.E. Ahmed
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Empirical Bayes And Likelihood Inference written by S.E. Ahmed and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
Bayesian and likelihood approaches to inference have a number of points of close contact, especially from an asymptotic point of view. Both approaches emphasize the construction of interval estimates of unknown parameters. Empirical Bayes methods have historically emphasized instead the construction of point estimates. In this volume researchers present recent work on several aspects of Bayesian, likelihood and empirical Bayes methods, presented at a workshop held in Montreal, Canada. The goal of the workshop was to explore the linkages among the methods, and to suggest new directions for research in the theory of inference.