Sequential Analysis
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Sequential Analysis
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Author : Alexander Tartakovsky
language : en
Publisher: CRC Press
Release Date : 2014-08-27
Sequential Analysis written by Alexander Tartakovsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-27 with Mathematics categories.
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Sequential Analysis
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Author : Abraham Wald
language : en
Publisher: Courier Corporation
Release Date : 2013-11-26
Sequential Analysis written by Abraham Wald and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-26 with Mathematics categories.
The first to solve the general problem of sequential tests of statistical hypotheses, the author of this text explains his revolutionary theory of the sequential probability ratio test and its applications. 1947 edition.
Sequential Analysis
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Author : David Siegmund
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-09
Sequential Analysis written by David Siegmund 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 2013-04-09 with Mathematics categories.
The modern theory of Sequential Analysis came into existence simultaneously in the United States and Great Britain in response to demands for more efficient sampling inspection procedures during World War II. The develop ments were admirably summarized by their principal architect, A. Wald, in his book Sequential Analysis (1947). In spite of the extraordinary accomplishments of this period, there remained some dissatisfaction with the sequential probability ratio test and Wald's analysis of it. (i) The open-ended continuation region with the concomitant possibility of taking an arbitrarily large number of observations seems intol erable in practice. (ii) Wald's elegant approximations based on "neglecting the excess" of the log likelihood ratio over the stopping boundaries are not especially accurate and do not allow one to study the effect oftaking observa tions in groups rather than one at a time. (iii) The beautiful optimality property of the sequential probability ratio test applies only to the artificial problem of testing a simple hypothesis against a simple alternative. In response to these issues and to new motivation from the direction of controlled clinical trials numerous modifications of the sequential probability ratio test were proposed and their properties studied-often by simulation or lengthy numerical computation. (A notable exception is Anderson, 1960; see III.7.) In the past decade it has become possible to give a more complete theoretical analysis of many of the proposals and hence to understand them better.
Sequential Analysis And Optimal Design
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Author : Herman Chernoff
language : en
Publisher: SIAM
Release Date : 1972-01-01
Sequential Analysis And Optimal Design written by Herman Chernoff and has been published by SIAM this book supported file pdf, txt, epub, kindle and other format this book has been release on 1972-01-01 with Technology & Engineering categories.
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.
Sequential Analysis
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Author : Alexander Tartakovsky
language : en
Publisher: CRC Press
Release Date : 2014-08-27
Sequential Analysis written by Alexander Tartakovsky and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-27 with Mathematics categories.
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, this book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.
Sequential Analysis
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Author : John Mordechai Gottman
language : en
Publisher: Cambridge University Press
Release Date : 1990-04-27
Sequential Analysis written by John Mordechai Gottman and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990-04-27 with Mathematics categories.
In the observational study of social systems, the major conceptual innovation of the last century was General Systems Theory. Yet the General Systems Theory conceptions of interacting social systems were doomed to remain at the prescientific level of metaphor until a set of statistical techniques were developed and applied.
Handbook Of Sequential Analysis
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Author : B.K. Ghosh
language : en
Publisher: CRC Press
Release Date : 1991-04-24
Handbook Of Sequential Analysis written by B.K. Ghosh and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1991-04-24 with Mathematics categories.
Sequential analysis refers to the body of statistical theory and methods where the sample size may depend in a random manner on the accumulating data. A formal theory in which optimal tests are derived for simple statistical hypotheses in such a framework was developed by Abraham Wald in the early 1
Sequential Analysis And Observational Methods For The Behavioral Sciences
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Author : Roger Bakeman
language : en
Publisher: Cambridge University Press
Release Date : 2011-10-10
Sequential Analysis And Observational Methods For The Behavioral Sciences written by Roger Bakeman and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-10-10 with Psychology categories.
Behavioral scientists – including those in psychology, infant and child development, education, animal behavior, marketing and usability studies – use many methods to measure behavior. Systematic observation is used to study relatively natural, spontaneous behavior as it unfolds sequentially in time. This book emphasizes digital means to record and code such behavior; while observational methods do not require them, they work better with them. Key topics include devising coding schemes, training observers and assessing reliability, as well as recording, representing and analyzing observational data. In clear and straightforward language, this book provides a thorough grounding in observational methods along with considerable practical advice. It describes standard conventions for sequential data and details how to perform sequential analysis with a computer program developed by the authors. The book is rich with examples of coding schemes and different approaches to sequential analysis, including both statistical and graphical means.
Sequential Experimentation In Clinical Trials
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Author : Jay Bartroff
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-12
Sequential Experimentation In Clinical Trials written by Jay Bartroff 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 2012-12-12 with Medical categories.
Sequential Experimentation in Clinical Trials: Design and Analysis is developed from decades of work in research groups, statistical pedagogy, and workshop participation. Different parts of the book can be used for short courses on clinical trials, translational medical research, and sequential experimentation. The authors have successfully used the book to teach innovative clinical trial designs and statistical methods for Statistics Ph.D. students at Stanford University. There are additional online supplements for the book that include chapter-specific exercises and information. Sequential Experimentation in Clinical Trials: Design and Analysis covers the much broader subject of sequential experimentation that includes group sequential and adaptive designs of Phase II and III clinical trials, which have attracted much attention in the past three decades. In particular, the broad scope of design and analysis problems in sequential experimentation clearly requires a wide range of statistical methods and models from nonlinear regression analysis, experimental design, dynamic programming, survival analysis, resampling, and likelihood and Bayesian inference. The background material in these building blocks is summarized in Chapter 2 and Chapter 3 and certain sections in Chapter 6 and Chapter 7. Besides group sequential tests and adaptive designs, the book also introduces sequential change-point detection methods in Chapter 5 in connection with pharmacovigilance and public health surveillance. Together with dynamic programming and approximate dynamic programming in Chapter 3, the book therefore covers all basic topics for a graduate course in sequential analysis designs.
Advances In Sequence Analysis Theory Method Applications
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Author : Philippe Blanchard
language : en
Publisher: Springer
Release Date : 2014-07-02
Advances In Sequence Analysis Theory Method Applications written by Philippe Blanchard and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-07-02 with Social Science categories.
This book gives a general view of sequence analysis, the statistical study of successions of states or events. It includes innovative contributions on life course studies, transitions into and out of employment, contemporaneous and historical careers, and political trajectories. The approach presented in this book is now central to the life-course perspective and the study of social processes more generally. This volume promotes the dialogue between approaches to sequence analysis that developed separately, within traditions contrasted in space and disciplines. It includes the latest developments in sequential concepts, coding, atypical datasets and time patterns, optimal matching and alternative algorithms, survey optimization, and visualization. Field studies include original sequential material related to parenting in 19th-century Belgium, higher education and work in Finland and Italy, family formation before and after German reunification, French Jews persecuted in occupied France, long-term trends in electoral participation, and regime democratization. Overall the book reassesses the classical uses of sequences and it promotes new ways of collecting, formatting, representing and processing them. The introduction provides basic sequential concepts and tools, as well as a history of the method. Chapters are presented in a way that is both accessible to the beginner and informative to the expert.