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You searched IISERK - Subject: Physics Congresses. Congresses.
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Call Number
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519.5/4
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Author
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Woodroofe, Michael.
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Title
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Nonlinear renewal theory in sequential analysis [electronic resource] / Michael Woodroofe.
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Publication
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Philadelphia, Pa. : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), 1982.
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Material Info.
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1 electronic text (iv, 119 p.) : digital file.
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Series
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CBMS-NSF regional conference series in applied mathematics ; 39
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Series
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CBMS-NSF regional conference series in applied mathematics ; 39.
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Summary Note
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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.
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Notes
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Includes bibliographical references (p. 117-119).
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Notes
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Randomly stopped sequences -- Random walks -- The sequential probability ratio test -- Nonlinear renewal theory -- Local limit theorems -- Open-ended tests -- Repeated significance tests -- Multiparameter problems -- Estimation following sequential testing -- Sequential estimation.
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ISBN
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9781611970302 (electronic bk.)
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Subject
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Sequential analysis.
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Subject
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Renewal theory.
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Subject
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Sequential analysis
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Subject
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Random walks
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Subject
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Nonlinear renewal theory
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Subject
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Local limit theorems
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Subject
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Significance tests
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Subject
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Multiparameter problems
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Subject
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Estimation
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Added Entry
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Society for Industrial and Applied Mathematics.
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Date
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Year, Month, Day:01405141
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Link
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SIAM:
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