Govindarajulu Z. — Sequential Statistics :: Электронная библиотека попечительского совета мехмата МГУ

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Govindarajulu Z. — Sequential Statistics

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Название: Sequential Statistics

Автор: Govindarajulu Z.

Аннотация:

This book contains topics that can be covered in a single-semester course. Only elementary proofs are provided, and thus the mathematics and statistics are maintained at a basic level. Only a course in each of three areas — advanced calculus, probability and statistical inference — is assumed of the student. The book has a chapter on applications to biostatistics and a supplement presenting computer programs for selected sequential procedures. Identified problems are provided at the end of each chapter.

Язык:

Рубрика: Математика/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 2004

Количество страниц: 317

Добавлена в каталог: 19.05.2006

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID

Предметный указатель

Rejection rule      244
Reparameterize      228
Repeated significance tests      236 244
Response      230
Restricted SPRT      47 271
Risk      45
Risk function      143
Risk-efficient estimation      201
Robbins — Monro procedure      227
Robbins — Monro process      262
Robbins' power one test      285
Rushton's approximation      63
Rushton's t-test      273
Sack's criterion      73
Sack's version of the sequential t      73
Sample information      114
Sample paths      46
Sample quantiles      184
Sample size functions      173
Sampling continuation region      62 77 79
Sampling inspection plan      3
Sampling inspection plan, most economical      106
Sampling plan      148
Sampling plan, curtailed      4
Sampling plan, double      3
Sampling plan, inverse      148
Sampling plan, single      4 148
Sampling process      42
Scoring procedure      109
Scoring scheme      109
SCR-test, modified (MSCR)      127
Semi-orthogonal matrix      207
Sequential -test      71 277
Sequential binomial test      60
Sequential chi-square test      60
Sequential configural rank test (SCR-test)      127
Sequential design problem      1
Sequential estimation      143 190
Sequential estimation procedures      156
Sequential F-test      75 77
Sequential likelihood ratio procedure      84 85
Sequential Mest      62 71 275
Sequential model      144
Sequential probability ratio test      11 see
Sequential probability ratio test, truncated      40
Sequential procedure      13 144
Sequential procedures      1 11
Sequential rank test, Kolmogorov — Smirnov test      123
Sequential ranks      137
Sequential rule      5 192
Sequential sampling group      111
Sequential sampling unit-step      111
Sequential sign test      124
Sequential sign test (SST)      125
Sequential sign test (SST), efficiency      126
Sequential signed rank test for symmetry      132
Sequential Spearmen — Karber procedure      263
Sequential stopping rule      183
Sequential t and -test      61 65
Sequential test      37
Sequential test T      73
Sign test      211 215
Simple alternative      45
Simple exponential distribution      12
Simple hypothesis      45
Simulation studies      65
Simulation study      177
Single parameter family of distributions      196
Single sampling plan      4
slope      271
Slowly varying function      52
Spearman — Karber estimator      231
Specified alternative      260
SPRT      13 36 55 59 109 125 127 128 131 246 269
SPRT confidence interval fixed length      178
SPRT difficulty      47
SPRT fixed-width confidence interval      179
SPRT, limiting relative efficiency      105
SPRT, restricted      47
SPRT, truncated      40
SPRTconfidence interval      175
SPRTs, one-sided      88
SPRTs, simultaneous      88
SSR statistic      137
SST      127
Standard deviation      6
Standard normal distribution      249
Standardized average      211
State of nature      45
Stein's test      8 74
Stein's two stage procedure      10
Stein's two-stage procedure      6 73 281
Stein's two-stage test      283
Stochastically larger      208

Stopping bounds      91
Stopping point      146 147
Stopping points      144 155
Stopping rule      143 145
Stopping rules      190
Stopping time      51 87 119 189
Stopping time of the SPRT      99
Stopping times      129
Stopping variable      26 128 196 209
Straight line boundaries      47
Strength of test T      74
Strong Law of Large Numbers      50 188
Strong representation      187
Student's hypothesis      6
Student's t      159
Successive approximation method      171
Sufficient sequence      144
Sufficient statistics      98
Survival analysis      238
Survival time      238
Symmetric procedures      48
t-distribution      6 9
t-test      215
Taylor's series      149
Temporary confidence interval      179
Temporary confidence intervals      175
Terminal decision rule      2 143
Termination of the experiment      1
Test with power one      120
Tests for three hypotheses      90
Tests of small error probability      119
Tests of small error probability of power one      117
Three point binomial      111
Tolerance distribution      232
Total sample size      10
Transcendental equation      64
Transitive sequence      145
Transitivity      145
Translation shifts      229
Triangular matrix      207
Triangular test      242
Truncated process      41
Truncated sequential test procedure      44
Truncated SPRT      40 58
Truncation of the procedure      29
Truncation point      48
Two point binomial      111
Two-sample (or two-stage) test      7
Two-sample case      9
Two-sided alternative      8 60 96
Two-sided test      135
Two-stage procedure      162 167
Two-stage procedure for common mean      164
Two-stage procedure, Stein's      158
Two-stage sampling scheme      164
Type I error probability      254
U-statistics      214 219
U-statistics, one-sample      214
Uniform asymptotic expansion      63
Uniform continuity in probability      182
Uniformly best test      2
Uniformly consistent solution (UCS)      166
Uniformly integrable      212
Uniformly minimum variance unbiased estimator (UMVU)      165 167
Uniformly most powerful unbiased test      6
Unimodal distributions      126
Uniqueness      149
Uniqueness of a SPRT      46
Unit-step sequential sampling      111
Up and down method      230
Upper boundary      93
Upper confidence limit      179
Upper percentage point      10
Upper stopping bound      46
Wald approximation to the boundary values      33 178
Wald's approximation to OC      36
Wald's approximation to the ASN      52
Wald's bounds      178
Wald's criteria      65 73
Wald's equation      154
Wald's fundamental identity      29
Wald's inequalities      53
Wald's method of weight functions      75
Wald's second equation      28
Wald's SPRT      2 13 15 24 44 45 54 55 61 74 84 121 173
Wald's SPRT, asymptotic behavior of error rate and ASN      51
Wald's SPRT, limiting relative efficiency      105
Wald's stopping bounds      74
Wald's Theorem      26
Weak law of large numbers      250
Wiener process      47 48 115 133
Wilcoxon test, one-sample      213 214
Wilcoxon test, signed rank sequential procedure      136
Wilcoxon test, signed rank statistic      134

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