Sequential statistics

by Govindarajulu, Z.

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Title Statements

Full title :Sequential statistics / Zakkula Govindarajulu.

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Edition Statements

Publication Date:2004.

Publication Statements

Publisher(s):World Scientific
Place of Publication:New Jersey
Language:eng
Publication Date:2004.

The Physical Object

Description:1 online resource (xvi, 318 pages) : : illustrations

Edition Identifiers

ISBN:9812562311, 9789812562319, 9789812389053, 9812389059
oclc:ocm59550230
LC Classification:QA279.7
Dewey Decimal:519.54

Intro; Sequential Statistic; Contents; Preface; Acknowledgements; 1 Preliminaries; 1.1 Introduction to Sequential Procedures; 1.2 Sampling Inspection Plans; 1.2.1 Sample Size Distribution; 1.3 Stein's Two-stage Procedure; 1.3.1 The Procedure; 2 The Sequential Probability Ratio Test; 2.1 The Sequential Probability Ratio Test (SPRT); 2.2 SPRT: It's Finite Termination and Bounds; 2.3 The Operating Characteristic Function; 2.4 The Average Sample Number; 2.5 Wald's Fundamental Identity; 2.5.1 Applications of the Fundamental Identity; 2.6 Bounds for the Average Sample Number

2.7 Improvements to OC and ASN Functions2.7.1 The OC Function; 2.7.2 The Average Sample Number; 2.8 Truncated SPRT; 2.9 Optimal Properties of the SPRT; 2.10 The Restricted SPRT; 2.11 Large-Sample Properties of the SPRT; 2.12 Problems; 3 Tests for Composite Hypotheses; 3.1 Method of Weight Functions; 3.1.1 Applications of the Method of Weight Functions; (a) Sequential Binomial Test; (b) Sequential Chi-square Test; 3.2 Sequential t and t2 Tests; 3.2.1 Uniform Asymptotic Expansion and Inversion for an Integral; 3.2.2 Barnard's Versions of Sequential t- and t2-tests; 3.2.3 Simulation Studies

3.2.4 Asymptotic Normality…