ENGLISH

Nonlinear Renewal Theory in Sequential Analysis

By Michael Woodroofe

Book information

Publisher
Society for Industrial Mathematics
Year
1987
ISBN
9780898711806, 0898711800
Open Library ID
OL8271718M
Language
english
Format
DJVU
Filesize
2 MB (1614654 bytes)
Series
CBMS-NSF Regional Conference Series in Applied Mathematics 39
Pages
127\127
Scanned
no
Time added
2014-10-05 02:30:00

Description

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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