Optimal Sequentially Planned Decision Procedures

✍ Scribed by Norbert Schmitz (auth.), Norbert Schmitz (eds.)

Publisher: Springer-Verlag New York
Year: 1993
Tongue: English
Leaves: 221
Series: Lecture Notes in Statistics 79
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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.

✦ Table of Contents

Front Matter....Pages N1-x
Introduction....Pages 1-28
Optimal sequential sampling plans....Pages 29-57
Sequentially planned tests; sequentially planned probability ratio tests....Pages 58-104
Bayes-optimal sequentially planned decision procedures....Pages 105-126
Optimal sequentially planned tests under side conditions....Pages 127-163
Back Matter....Pages 164-213

✦ Subjects

Probability Theory and Stochastic Processes

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