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Optimal Sequentially Planned Decision Procedures

  • Book
  • © 1993

Overview

Editors:
  1. Norbert Schmitz

    1. Institut für Mathematische Statistik, Westfälische Wilhelms-Universität Münster, Münster/W., Germany

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Part of the book series: Lecture Notes in Statistics (LNS, volume 79)

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Table of contents (5 chapters)

  1. Front Matter

    Pages N1-x
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  2. Introduction

    • Norbert Schmitz
    Pages 1-28

  3. Optimal sequential sampling plans

    • Norbert Schmitz
    Pages 29-57

  4. Sequentially planned tests; sequentially planned probability ratio tests

    • Norbert Schmitz
    Pages 58-104

  5. Bayes-optimal sequentially planned decision procedures

    • Norbert Schmitz
    Pages 105-126

  6. Optimal sequentially planned tests under side conditions

    • Norbert Schmitz
    Pages 127-163

  7. Back Matter

    Pages 164-213
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Keywords

About this book

Learning from experience, making decisions on the basis of the available information, and proceeding step by step to a desired goal are fundamental behavioural qualities of human beings. Nevertheless, it was not until the early 1940's that such a statistical theory - namely Sequential Analysis - was created, which allows us to investigate this kind of behaviour in a precise manner. A. Wald's famous sequential probability ratio test (SPRT; see example (1.8» turned out to have an enormous influence on the development of this theory. On the one hand, Wald's fundamental monograph "Sequential Analysis" ([Wa]*) is essentially centered around this test. On the other hand, important properties of the SPRT - e.g. Bayes­ optimality, minimax-properties, "uniform" optimality with respect to expected sample sizes - gave rise to the development of a general statistical decision theory. As a conse­ quence, the SPRT's played a dominating role in the further development of sequential analysis and, more generally, in theoretical statistics.

Editors and Affiliations

  • Institut für Mathematische Statistik, Westfälische Wilhelms-Universität Münster, Münster/W., Germany

    Norbert Schmitz

Bibliographic Information

  • Book Title: Optimal Sequentially Planned Decision Procedures

  • Editors: Norbert Schmitz

  • Series Title: Lecture Notes in Statistics

  • DOI: https://doi.org/10.1007/978-1-4612-2736-6

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer-Verlag New York, Inc. 1993

  • Softcover ISBN: 978-0-387-97908-3Published: 28 October 1992

  • eBook ISBN: 978-1-4612-2736-6Published: 06 December 2012

  • Series ISSN: 0930-0325

  • Series E-ISSN: 2197-7186

  • Edition Number: 1

  • Number of Pages: XII, 207

  • Topics: Probability Theory and Stochastic Processes

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