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Springer Series in Statistics

Sequential Analysis

Tests and Confidence Intervals

Authors: Siegmund, David

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About this book

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 develop­ ments 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 observa­ tions 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.

Table of contents (11 chapters)

  • Introduction and Examples

    Siegmund, David

    Pages 1-7

  • The Sequential Probability Ratio Test

    Siegmund, David

    Pages 8-33

  • Brownian Approximations and Truncated Tests

    Siegmund, David

    Pages 34-69

  • Tests with Curved Stopping Boundaries

    Siegmund, David

    Pages 70-104

  • Examples of Repeated Significance Tests

    Siegmund, David

    Pages 105-140

Buy this book

eBook $109.00
price for USA in USD (gross)
  • ISBN 978-1-4757-1862-1
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Hardcover $149.99
price for USA in USD
  • ISBN 978-0-387-96134-7
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
Softcover $149.99
price for USA in USD
  • ISBN 978-1-4419-3075-0
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Sequential Analysis
Book Subtitle
Tests and Confidence Intervals
Authors
Series Title
Springer Series in Statistics
Copyright
1985
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4757-1862-1
DOI
10.1007/978-1-4757-1862-1
Hardcover ISBN
978-0-387-96134-7
Softcover ISBN
978-1-4419-3075-0
Series ISSN
0172-7397
Edition Number
1
Number of Pages
XI, 274
Topics