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portada Nonlinear Renewal Theory in Sequential Analysis
Type
Physical Book
Publisher
Author
Collection
CBMS-NSF Regional Conference Series in Applied Mathematics
Year
1982
Language
English
Pages
124
Format
Paperback
Dimensions
22.9x15.2 cm
ISBN13
9780898711806

Nonlinear Renewal Theory in Sequential Analysis

Michael Woodroffe (Author) · SIAM - Society for Industrial and Applied Mathematics · Paperback

Nonlinear Renewal Theory in Sequential Analysis - Michael Woodroffe

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Synopsis "Nonlinear Renewal Theory in Sequential Analysis"

The global approach to nonlinear renewal theory is integrated with the author's own local approach, and 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.

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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