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Sequential Methodologies and Applications Book

Sequential Methodologies and Applications
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  • Sequential Methodologies and Applications
  • Written by author Nitis Mukhopadhyay
  • Published by Taylor & Francis, Inc., October 2008
  • 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
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Book Categories

Authors

Preface

Objectives, Coverage, and Hopes

Introduction

Back to the Origin

Recent Upturn and Positive Feelings

The Objectives

The Coverage

Aims and Scope

Final Thoughts

Why Sequential?

Introduction

Tests of Hypotheses

Estimation Problems

Selection and Ranking Problems

Computer Programs

Sequential Probability Ratio Test

Introduction

Termination and Determination of A and B

ASN Function and OC Function

Examples and Implementation

Auxiliary Results

Sequential Tests for Composite Hypotheses

Introduction

Test for the Variance

Test for the Mean

Test for the Correlation Coefficient

Test for the Gamma Shape Parameter

Two-Sample Problem: Comparing the Means

Auxiliary Results

Sequential Nonparametric Tests

Introduction

A Test for the Mean: Known Variance

A Test for the Mean: Unknown Variance

A Test for the Percentile

A Sign Test

Data Analyses and Conclusions

Estimation of the Mean of a Normal Population

Introduction

Fixed-Width Confidence Intervals

Bounded Risk Point Estimation

Minimum Risk Point Estimation

Some Selected Derivations

Location Estimation: Negative Exponential Distribution

Introduction

Fixed-Width Confidence Intervals

Minimum Risk Point Estimation

Selected Derivations

Point Estimation of the Mean of an Exponential Population

Introduction

Minimum Risk Estimation

Bounded Risk Estimation

Data Analyses and Conclusions

Other Selected Multistage Procedures

Some Selected Derivations

Fixed-Width Intervals from MLEs

Introduction

General Sequential Approach

General Accelerated Sequential Approach

Examples

Data Analyses and Conclusions

Some Selected Derivations

Distribution-Free Methods in Estimation

Introduction

Fixed-Width Confidence Intervals for the Mean

Minimum Risk Point Estimation for the Mean

Bounded Length Confidence Interval for the Median

Data Analyses and Conclusions

Other Selected Multistage Procedures

Some Selected Derivations

Multivariate Normal Mean Vector Estimation

Introduction

Fixed-Size Confidence Region: Σ = σ2H

Fixed-Size Confidence Region: Unknown Dispersion Matrix

Minimum Risk Point Estimation: Unknown Dispersion Matrix

Data Analyses and Conclusions

Other Selected Multistage Procedures

Some Selected Derivations

Estimation in a Linear Model

Introduction

Fixed-Size Confidence Region

Minimum Risk Point Estimation

Data Analyses and Conclusions

Other Selected Multistage Procedures

Some Selected Derivations

Estimating the Difference of Two Normal Means

Introduction

Fixed-Width Confidence Intervals

Minimum Risk Point Estimation

Other Selected Multistage Procedures

Some Selected Derivations

Selecting the Best Normal Population

Introduction

Indifference Zone Formulation

Two-Stage Procedure

Sequential Procedure

Data Analyses and Conclusions

Other Selected Multistage Procedures

Some Selected Derivations

Sequential Bayesian Estimation

Introduction

Selected Fixed Sample Size Concepts

Elementary Sequential Concepts

Data Analysis

Selected Applications

Introduction

Clinical Trials

Integrated Pest Management

Experimental Psychology: Cognition of Distance

A Problem from Horticulture

Other Contemporary Areas of Applications

Appendix: Selected Reviews, Tables, and Other Items

Introduction

Big O(.) and Little o(.)

Some Probabilistic Notions and Results

A Glimpse at Nonlinear Renewal Theory

Abbreviations and Notation

Statistical Tables

References

Index

Exercises appear at the end of each chapter.


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