Repeated Likelihood Ratio Tests for Curved Exponential Families

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ISBN 13 :
Total Pages : 256 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Repeated Likelihood Ratio Tests for Curved Exponential Families by : Steven Paul Lalley

Download or read book Repeated Likelihood Ratio Tests for Curved Exponential Families written by Steven Paul Lalley and published by . This book was released on 1980 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: A class of repeated significance tests for curved hypotheses in multiparameter exponential families is studied, and asymptotic formulae for the significance levels of such tests are obtained. Special attention is given the important case of comparing Bernoulli success probabilities. (Author).

Repeated Significance Tests for Exponential Families

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ISBN 13 :
Total Pages : 136 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Repeated Significance Tests for Exponential Families by : Inchi Hu

Download or read book Repeated Significance Tests for Exponential Families written by Inchi Hu and published by . This book was released on 1985 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: This report considered the significance levels and powers of repeates significance test (RTS). Typically these quantities cannot be calculated exactly and some sort of approximations are required. Satisfactory approximations of significance levels of RST for exponential families have been obtained by Lalley (1983) and Woodroofe (1978). In this report another method due to Siegmund (1985) in the special case of normal observations with known variance is developed. The main advantages that are claimed for this method are two-fold. First, it can be used to approximate the power of the RST. Second, it enables one to estimate both powers and significance levels of the modified RST. The approximations are also useful in determining confidence intervals. The proof of a nonlinear renewas theorem for conditional random walks and some numerical results are also given. Additional keywords: Distribution functions; Tables(data); Random walks; Null hypothesis case. (Author).

Handbook of Sequential Analysis

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Publisher : CRC Press
ISBN 13 : 9780824784089
Total Pages : 672 pages
Book Rating : 4.7/5 (84 download)

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Book Synopsis Handbook of Sequential Analysis by : B.K. Ghosh

Download or read book Handbook of Sequential Analysis written by B.K. Ghosh and published by CRC Press. This book was released on 1991-04-24 with total page 672 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Nonlinear Renewal Theory in Sequential Analysis

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Publisher : SIAM
ISBN 13 : 9781611970302
Total Pages : 124 pages
Book Rating : 4.9/5 (73 download)

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Book Synopsis Nonlinear Renewal Theory in Sequential Analysis by : Michael Woodroofe

Download or read book Nonlinear Renewal Theory in Sequential Analysis written by Michael Woodroofe and published by SIAM. This book was released on 1982-01-01 with total page 124 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Sequential Analysis

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Publisher : Springer Science & Business Media
ISBN 13 : 1475718624
Total Pages : 285 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Sequential Analysis by : David Siegmund

Download or read book Sequential Analysis written by David Siegmund and published by Springer Science & Business Media. This book was released on 2013-04-09 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Scientific and Technical Aerospace Reports

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ISBN 13 :
Total Pages : 1134 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1989 with total page 1134 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Five Decades As A Mathematician And Educator: On The 80th Birthday Of Professor Yung-chow Wong

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Publisher : World Scientific
ISBN 13 : 9814500100
Total Pages : 599 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Five Decades As A Mathematician And Educator: On The 80th Birthday Of Professor Yung-chow Wong by : Kwong-yu Chan

Download or read book Five Decades As A Mathematician And Educator: On The 80th Birthday Of Professor Yung-chow Wong written by Kwong-yu Chan and published by World Scientific. This book was released on 1995-07-01 with total page 599 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contents:My Early Life, 1913–1948 (Y-C Wong)On the Eigenvalues and Numerical Range of a Quaternionic Matrix (Y-H Au-Yeung)Monopoles as Fibre Bundles and Strings as Infinite Rank Tensors (H-M Chan & S T Tsou)Approximation by Affine Functions (J-T Chan)A Review on Optimal Design for Mixture Models (L-Y Chan)Griffiths' Formalism on the Calculus of Variations via Exterior Differential Systems (W-S Cheung)Change of Measures, Likelihood Ratio Martingales and Some Applications (T L Lai)Beyond the Impossibility of a 16-Square Identity (K Y Lam & P Yiu)Lie Group Homomorphisms which Induce Isomorphisms of Representation Rings (S P Lam)A Lifting Theorem, and Rings with Isomorphic Matrix Rings (T Y Lam)On Ternary Equations in Square-Free and Prime Variables (Y-L Lau, M-C Leung & M-C Liu)Instantons and Three-Manifolds (R Lee)Some Results on the c-Numerical Range (C-K Li & Y-T Poon)A Matrix Formulation of the Complex Flag Manifolds (Q-K Lu)The Integral Formulas of the Pontrjagin Characteristic Forms on an Oriented Differentiable Manifold (X-M Mei)On the Construction of Tensor Fields and Connections on the Frame Bundle (K P Mok)Cellular Manufacturing Systems: Formulation and Algorithmic Issues (S M Ng)Which Inscribed N-Gon in an Ellipse has the Longest Perimeter? (M K Siu & K M Tsang)Hyperbolicity Problems in Function Theory (Y-T Siu)Extreme Positive Operators on Convex Cones (B-S Tam)The Golden Mean and Its Way into Physics (B Y Tong) Readership: Students and scientists in mathematics. keywords:

Asymptotically Optimal Sequential Tests of Linear Hypotheses in Multiparameter Exponential Families

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Publisher :
ISBN 13 :
Total Pages : 178 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Asymptotically Optimal Sequential Tests of Linear Hypotheses in Multiparameter Exponential Families by : Limin Zhang

Download or read book Asymptotically Optimal Sequential Tests of Linear Hypotheses in Multiparameter Exponential Families written by Limin Zhang and published by . This book was released on 1992 with total page 178 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Selected Statistical Papers of Sir David Cox: Volume 2, Foundations of Statistical Inference, Theoretical Statistics, Time Series and Stochastic Processes

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Publisher : Cambridge University Press
ISBN 13 : 9780521849401
Total Pages : 614 pages
Book Rating : 4.8/5 (494 download)

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Book Synopsis Selected Statistical Papers of Sir David Cox: Volume 2, Foundations of Statistical Inference, Theoretical Statistics, Time Series and Stochastic Processes by : David Roxbee Cox

Download or read book Selected Statistical Papers of Sir David Cox: Volume 2, Foundations of Statistical Inference, Theoretical Statistics, Time Series and Stochastic Processes written by David Roxbee Cox and published by Cambridge University Press. This book was released on 2005 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: Sir David Cox's most important papers, each the subject of a new commentary by Professor Cox.

Inference, Asymptotics, and Applications

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Publisher : World Scientific
ISBN 13 : 9813207876
Total Pages : 364 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Inference, Asymptotics, and Applications by : Nancy Reid

Download or read book Inference, Asymptotics, and Applications written by Nancy Reid and published by World Scientific. This book was released on 2017-03-10 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book showcases the innovative research of Professor Skovgaard, by providing in one place a selection of his most important and influential papers. Introductions by colleagues set in context the highlights, key achievements, and impact, of each work. This book provides a survey of the field of asymptotic theory and inference as it was being pushed forward during an exceptionally fruitful time. It provides students and researchers with an overview of many aspects of the field.

Fundamentals of Statistical Exponential Families

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Publisher : IMS
ISBN 13 : 9780940600102
Total Pages : 302 pages
Book Rating : 4.6/5 (1 download)

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Book Synopsis Fundamentals of Statistical Exponential Families by : Lawrence D. Brown

Download or read book Fundamentals of Statistical Exponential Families written by Lawrence D. Brown and published by IMS. This book was released on 1986 with total page 302 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Encyclopedia of Statistical Sciences, Volume 3

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Publisher : John Wiley & Sons
ISBN 13 : 0471743844
Total Pages : 706 pages
Book Rating : 4.4/5 (717 download)

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Book Synopsis Encyclopedia of Statistical Sciences, Volume 3 by :

Download or read book Encyclopedia of Statistical Sciences, Volume 3 written by and published by John Wiley & Sons. This book was released on 2005-12-16 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: ENCYCLOPEDIA OF STATISTICAL SCIENCES

Stopped Random Walks

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Publisher : Springer Science & Business Media
ISBN 13 : 0387878351
Total Pages : 263 pages
Book Rating : 4.3/5 (878 download)

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Book Synopsis Stopped Random Walks by : Allan Gut

Download or read book Stopped Random Walks written by Allan Gut and published by Springer Science & Business Media. This book was released on 2009-04-03 with total page 263 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical probability theory provides information about random walks after a fixed number of steps. For applications, however, it is more natural to consider random walks evaluated after a random number of steps. Examples are sequential analysis, queuing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of contours. Stopped Random Walks: Limit Theorems and Applications shows how this theory can be used to prove limit theorems for renewal counting processes, first passage time processes, and certain two-dimenstional random walks, and to how these results are useful in various applications. This second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter examines nonlinear renewal processes in order to present the analagous theory for perturbed random walks, modeled as a random walk plus "noise."

Bulletin - Institute of Mathematical Statistics

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Publisher :
ISBN 13 :
Total Pages : 646 pages
Book Rating : 4.:/5 (42 download)

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Book Synopsis Bulletin - Institute of Mathematical Statistics by : Institute of Mathematical Statistics

Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1991 with total page 646 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Comprehensive Dissertation Index: Mathematics & Statistics. Physics A-E

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Publisher :
ISBN 13 :
Total Pages : 1008 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Comprehensive Dissertation Index: Mathematics & Statistics. Physics A-E by :

Download or read book Comprehensive Dissertation Index: Mathematics & Statistics. Physics A-E written by and published by . This book was released on 1984 with total page 1008 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Comprehensive Dissertation Index

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Publisher :
ISBN 13 :
Total Pages : 1016 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Comprehensive Dissertation Index by :

Download or read book Comprehensive Dissertation Index written by and published by . This book was released on 1989 with total page 1016 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Government reports annual index

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Publisher :
ISBN 13 :
Total Pages : 940 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Government reports annual index by :

Download or read book Government reports annual index written by and published by . This book was released on 199? with total page 940 pages. Available in PDF, EPUB and Kindle. Book excerpt: