Author: Malay Ghosh
Publisher: John Wiley & Sons
ISBN: 1118165918
Category : Mathematics
Languages : en
Pages : 504
Book Description
The only comprehensive guide to the theory and practice of one oftoday's most important probabilistic techniques The past 15 years have witnessed many significant advances insequential estimation, especially in the areas of three-stage andnonparametric methodology. Yet, until now, there were no referencesdevoted exclusively to this rapidly growing statisticalfield. Sequential Estimation is the first, single-source guide to thetheory and practice of both classical and modern sequentialestimation techniques--including parametric and nonparametricmethods. Researchers in sequential analysis will appreciate theunified, logically integrated treatment of the subject, as well ascoverage of important contemporary procedures not covered in moregeneral sequential analysis texts, such as: * Shrinkage estimation * Empirical and hierarchical Bayes procedures * Multistage sampling and accelerated sampling procedures * Time-sequential estimation * Sequential estimation in finite population sampling * Reliability estimation and capture-recapture methodologiesleading to sequential tagging schemes An indispensable resource for researchers in sequential analysis,Sequential Estimation is an ideal graduate-level text as well.
Sequential Estimation
Author: Malay Ghosh
Publisher: John Wiley & Sons
ISBN: 1118165918
Category : Mathematics
Languages : en
Pages : 504
Book Description
The only comprehensive guide to the theory and practice of one oftoday's most important probabilistic techniques The past 15 years have witnessed many significant advances insequential estimation, especially in the areas of three-stage andnonparametric methodology. Yet, until now, there were no referencesdevoted exclusively to this rapidly growing statisticalfield. Sequential Estimation is the first, single-source guide to thetheory and practice of both classical and modern sequentialestimation techniques--including parametric and nonparametricmethods. Researchers in sequential analysis will appreciate theunified, logically integrated treatment of the subject, as well ascoverage of important contemporary procedures not covered in moregeneral sequential analysis texts, such as: * Shrinkage estimation * Empirical and hierarchical Bayes procedures * Multistage sampling and accelerated sampling procedures * Time-sequential estimation * Sequential estimation in finite population sampling * Reliability estimation and capture-recapture methodologiesleading to sequential tagging schemes An indispensable resource for researchers in sequential analysis,Sequential Estimation is an ideal graduate-level text as well.
Publisher: John Wiley & Sons
ISBN: 1118165918
Category : Mathematics
Languages : en
Pages : 504
Book Description
The only comprehensive guide to the theory and practice of one oftoday's most important probabilistic techniques The past 15 years have witnessed many significant advances insequential estimation, especially in the areas of three-stage andnonparametric methodology. Yet, until now, there were no referencesdevoted exclusively to this rapidly growing statisticalfield. Sequential Estimation is the first, single-source guide to thetheory and practice of both classical and modern sequentialestimation techniques--including parametric and nonparametricmethods. Researchers in sequential analysis will appreciate theunified, logically integrated treatment of the subject, as well ascoverage of important contemporary procedures not covered in moregeneral sequential analysis texts, such as: * Shrinkage estimation * Empirical and hierarchical Bayes procedures * Multistage sampling and accelerated sampling procedures * Time-sequential estimation * Sequential estimation in finite population sampling * Reliability estimation and capture-recapture methodologiesleading to sequential tagging schemes An indispensable resource for researchers in sequential analysis,Sequential Estimation is an ideal graduate-level text as well.
Sequential Analysis
Author: Abraham Wald
Publisher: Courier Corporation
ISBN: 0486783235
Category : Mathematics
Languages : en
Pages : 228
Book Description
The first to solve the general problem of sequential tests of statistical hypotheses, the author of this text explains his revolutionary theory of the sequential probability ratio test and its applications. 1947 edition.
Publisher: Courier Corporation
ISBN: 0486783235
Category : Mathematics
Languages : en
Pages : 228
Book Description
The first to solve the general problem of sequential tests of statistical hypotheses, the author of this text explains his revolutionary theory of the sequential probability ratio test and its applications. 1947 edition.
Nonlinear Renewal Theory in Sequential Analysis
Author: Michael Woodroofe
Publisher: SIAM
ISBN: 9781611970302
Category : Technology & Engineering
Languages : en
Pages : 124
Book 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.
Publisher: SIAM
ISBN: 9781611970302
Category : Technology & Engineering
Languages : en
Pages : 124
Book 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.
Sequential Analysis
Author: Alexander Tartakovsky
Publisher: CRC Press
ISBN: 1439838216
Category : Mathematics
Languages : en
Pages : 600
Book Description
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Publisher: CRC Press
ISBN: 1439838216
Category : Mathematics
Languages : en
Pages : 600
Book Description
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti
Statistical Topics and Stochastic Models for Dependent Data with Applications
Author: Vlad Stefan Barbu
Publisher: John Wiley & Sons
ISBN: 1786306034
Category : Mathematics
Languages : en
Pages : 288
Book Description
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
Publisher: John Wiley & Sons
ISBN: 1786306034
Category : Mathematics
Languages : en
Pages : 288
Book Description
This book is a collective volume authored by leading scientists in the field of stochastic modelling, associated statistical topics and corresponding applications. The main classes of stochastic processes for dependent data investigated throughout this book are Markov, semi-Markov, autoregressive and piecewise deterministic Markov models. The material is divided into three parts corresponding to: (i) Markov and semi-Markov processes, (ii) autoregressive processes and (iii) techniques based on divergence measures and entropies. A special attention is payed to applications in reliability, survival analysis and related fields.
Sequential statistics
Author: Z. Govindarajulu
Publisher: World Scientific
ISBN: 9789812389053
Category : Mathematics
Languages : en
Pages : 338
Book Description
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.
Publisher: World Scientific
ISBN: 9789812389053
Category : Mathematics
Languages : en
Pages : 338
Book Description
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.
Optimal Estimation of Dynamic Systems
Author: John L. Crassidis
Publisher: CRC Press
ISBN: 1135439273
Category : Mathematics
Languages : en
Pages : 606
Book Description
Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitiative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them. This book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numercial difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.
Publisher: CRC Press
ISBN: 1135439273
Category : Mathematics
Languages : en
Pages : 606
Book Description
Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the process while introducing the fundamentals of optimal estimation. Optimal Estimation of Dynamic Systems explores topics that are important in the field of control where the signals received are used to determine highly sensitive processes such as the flight path of a plane, the orbit of a space vehicle, or the control of a machine. The authors use dynamic models from mechanical and aerospace engineering to provide immediate results of estimation concepts with a minimal reliance on mathematical skills. The book documents the development of the central concepts and methods of optimal estimation theory in a manner accessible to engineering students, applied mathematicians, and practicing engineers. It includes rigorous theoretial derivations and a significant amount of qualitiative discussion and judgements. It also presents prototype algorithms, giving detail and discussion to stimulate development of efficient computer programs and intelligent use of them. This book illustrates the application of optimal estimation methods to problems with varying degrees of analytical and numercial difficulty. It compares various approaches to help develop a feel for the absolute and relative utility of different methods, and provides many applications in the fields of aerospace, mechanical, and electrical engineering.
Parameter Estimation in Engineering and Science
Author: James Vere Beck
Publisher: James Beck
ISBN: 9780471061182
Category : Mathematics
Languages : en
Pages : 540
Book Description
Introduction to and survey of parameter estimation; Probability; Introduction to statistics; Parameter estimation methods; Introduction to linear estimation; Matrix analysis for linear parameter estimation; Minimization of sum of squares functions for models nonlinear in parameters; Design of optimal experiments.
Publisher: James Beck
ISBN: 9780471061182
Category : Mathematics
Languages : en
Pages : 540
Book Description
Introduction to and survey of parameter estimation; Probability; Introduction to statistics; Parameter estimation methods; Introduction to linear estimation; Matrix analysis for linear parameter estimation; Minimization of sum of squares functions for models nonlinear in parameters; Design of optimal experiments.
Bayesian Estimation of DSGE Models
Author: Edward P. Herbst
Publisher: Princeton University Press
ISBN: 0691161089
Category : Business & Economics
Languages : en
Pages : 295
Book Description
Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.
Publisher: Princeton University Press
ISBN: 0691161089
Category : Business & Economics
Languages : en
Pages : 295
Book Description
Dynamic stochastic general equilibrium (DSGE) models have become one of the workhorses of modern macroeconomics and are extensively used for academic research as well as forecasting and policy analysis at central banks. This book introduces readers to state-of-the-art computational techniques used in the Bayesian analysis of DSGE models. The book covers Markov chain Monte Carlo techniques for linearized DSGE models, novel sequential Monte Carlo methods that can be used for parameter inference, and the estimation of nonlinear DSGE models based on particle filter approximations of the likelihood function. The theoretical foundations of the algorithms are discussed in depth, and detailed empirical applications and numerical illustrations are provided. The book also gives invaluable advice on how to tailor these algorithms to specific applications and assess the accuracy and reliability of the computations. Bayesian Estimation of DSGE Models is essential reading for graduate students, academic researchers, and practitioners at policy institutions.
Sequential Monte Carlo Methods in Practice
Author: Arnaud Doucet
Publisher: Springer Science & Business Media
ISBN: 1475734379
Category : Mathematics
Languages : en
Pages : 590
Book Description
Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.
Publisher: Springer Science & Business Media
ISBN: 1475734379
Category : Mathematics
Languages : en
Pages : 590
Book Description
Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.