Sequential Analysis: Tests and Confidence Intervals
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York, NY
Springer New York
1985
|
| Schriftenreihe: | Springer Series in Statistics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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 developments 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 observations 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 |
| Beschreibung: | 1 Online-Ressource (XI, 274 p) |
| ISBN: | 9781475718621 9781441930750 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/978-1-4757-1862-1 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV042421286 | ||
| 003 | DE-604 | ||
| 005 | 20171218 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 150317s1985 |||| o||u| ||||||eng d | ||
| 020 | |a 9781475718621 |c Online |9 978-1-4757-1862-1 | ||
| 020 | |a 9781441930750 |c Print |9 978-1-4419-3075-0 | ||
| 024 | 7 | |a 10.1007/978-1-4757-1862-1 |2 doi | |
| 035 | |a (OCoLC)863883224 | ||
| 035 | |a (DE-599)BVBBV042421286 | ||
| 040 | |a DE-604 |b ger |e aacr | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-384 |a DE-703 |a DE-91 |a DE-634 | ||
| 082 | 0 | |a 519.5 |2 23 | |
| 084 | |a MAT 000 |2 stub | ||
| 100 | 1 | |a Siegmund, David |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Sequential Analysis |b Tests and Confidence Intervals |c by David Siegmund |
| 264 | 1 | |a New York, NY |b Springer New York |c 1985 | |
| 300 | |a 1 Online-Ressource (XI, 274 p) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Springer Series in Statistics |x 0172-7397 | |
| 500 | |a 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 developments 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 observations 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 | ||
| 650 | 4 | |a Statistics | |
| 650 | 4 | |a Statistics, general | |
| 650 | 4 | |a Statistik | |
| 650 | 0 | 7 | |a Bereichsschätzung |0 (DE-588)4140553-5 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Sequentialanalyse |0 (DE-588)4128461-6 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Sequentialanalyse |0 (DE-588)4128461-6 |D s |
| 689 | 0 | |8 1\p |5 DE-604 | |
| 689 | 1 | 0 | |a Bereichsschätzung |0 (DE-588)4140553-5 |D s |
| 689 | 1 | |8 2\p |5 DE-604 | |
| 856 | 4 | 0 | |u https://doi.org/10.1007/978-1-4757-1862-1 |x Verlag |3 Volltext |
| 912 | |a ZDB-2-SMA |a ZDB-2-BAE | ||
| 940 | 1 | |q ZDB-2-SMA_Archive | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-027856703 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
| 883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Datensatz im Suchindex
| _version_ | 1804153094150291456 |
|---|---|
| any_adam_object | |
| author | Siegmund, David |
| author_facet | Siegmund, David |
| author_role | aut |
| author_sort | Siegmund, David |
| author_variant | d s ds |
| building | Verbundindex |
| bvnumber | BV042421286 |
| classification_tum | MAT 000 |
| collection | ZDB-2-SMA ZDB-2-BAE |
| ctrlnum | (OCoLC)863883224 (DE-599)BVBBV042421286 |
| dewey-full | 519.5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5 |
| dewey-search | 519.5 |
| dewey-sort | 3519.5 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-1-4757-1862-1 |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>03286nmm a2200493zc 4500</leader><controlfield tag="001">BV042421286</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20171218 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">150317s1985 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781475718621</subfield><subfield code="c">Online</subfield><subfield code="9">978-1-4757-1862-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781441930750</subfield><subfield code="c">Print</subfield><subfield code="9">978-1-4419-3075-0</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1007/978-1-4757-1862-1</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)863883224</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV042421286</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">aacr</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-384</subfield><subfield code="a">DE-703</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">519.5</subfield><subfield code="2">23</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 000</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Siegmund, David</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Sequential Analysis</subfield><subfield code="b">Tests and Confidence Intervals</subfield><subfield code="c">by David Siegmund</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">New York, NY</subfield><subfield code="b">Springer New York</subfield><subfield code="c">1985</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XI, 274 p)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Springer Series in Statistics</subfield><subfield code="x">0172-7397</subfield></datafield><datafield tag="500" ind1=" " ind2=" "><subfield code="a">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 developments 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 observations 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</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistics, general</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Statistik</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Bereichsschätzung</subfield><subfield code="0">(DE-588)4140553-5</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Sequentialanalyse</subfield><subfield code="0">(DE-588)4128461-6</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Sequentialanalyse</subfield><subfield code="0">(DE-588)4128461-6</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Bereichsschätzung</subfield><subfield code="0">(DE-588)4140553-5</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://doi.org/10.1007/978-1-4757-1862-1</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-2-SMA</subfield><subfield code="a">ZDB-2-BAE</subfield></datafield><datafield tag="940" ind1="1" ind2=" "><subfield code="q">ZDB-2-SMA_Archive</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-027856703</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">2\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV042421286 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:21:08Z |
| institution | BVB |
| isbn | 9781475718621 9781441930750 |
| issn | 0172-7397 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027856703 |
| oclc_num | 863883224 |
| open_access_boolean | |
| owner | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| owner_facet | DE-384 DE-703 DE-91 DE-BY-TUM DE-634 |
| physical | 1 Online-Ressource (XI, 274 p) |
| psigel | ZDB-2-SMA ZDB-2-BAE ZDB-2-SMA_Archive |
| publishDate | 1985 |
| publishDateSearch | 1985 |
| publishDateSort | 1985 |
| publisher | Springer New York |
| record_format | marc |
| series2 | Springer Series in Statistics |
| spelling | Siegmund, David Verfasser aut Sequential Analysis Tests and Confidence Intervals by David Siegmund New York, NY Springer New York 1985 1 Online-Ressource (XI, 274 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics 0172-7397 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 developments 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 observations 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 Statistics Statistics, general Statistik Bereichsschätzung (DE-588)4140553-5 gnd rswk-swf Sequentialanalyse (DE-588)4128461-6 gnd rswk-swf Sequentialanalyse (DE-588)4128461-6 s 1\p DE-604 Bereichsschätzung (DE-588)4140553-5 s 2\p DE-604 https://doi.org/10.1007/978-1-4757-1862-1 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Siegmund, David Sequential Analysis Tests and Confidence Intervals Statistics Statistics, general Statistik Bereichsschätzung (DE-588)4140553-5 gnd Sequentialanalyse (DE-588)4128461-6 gnd |
| subject_GND | (DE-588)4140553-5 (DE-588)4128461-6 |
| title | Sequential Analysis Tests and Confidence Intervals |
| title_auth | Sequential Analysis Tests and Confidence Intervals |
| title_exact_search | Sequential Analysis Tests and Confidence Intervals |
| title_full | Sequential Analysis Tests and Confidence Intervals by David Siegmund |
| title_fullStr | Sequential Analysis Tests and Confidence Intervals by David Siegmund |
| title_full_unstemmed | Sequential Analysis Tests and Confidence Intervals by David Siegmund |
| title_short | Sequential Analysis |
| title_sort | sequential analysis tests and confidence intervals |
| title_sub | Tests and Confidence Intervals |
| topic | Statistics Statistics, general Statistik Bereichsschätzung (DE-588)4140553-5 gnd Sequentialanalyse (DE-588)4128461-6 gnd |
| topic_facet | Statistics Statistics, general Statistik Bereichsschätzung Sequentialanalyse |
| url | https://doi.org/10.1007/978-1-4757-1862-1 |
| work_keys_str_mv | AT siegmunddavid sequentialanalysistestsandconfidenceintervals |