Nonlinear renewal theory in sequential analysis

Michael Woodroofe

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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[目次]

  • Randomly Stopped Sequences
  • Random Walks
  • The Sequential Probability Ratio Test
  • Nonlinear Renewal Theory
  • Local Limit Theorems
  • Open-Ended Tests
  • Repeated Significance Tests
  • Multiparameter Problems
  • Estimation Following Sequential Testing
  • Sequential Estimation.

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この本の情報

書名 Nonlinear renewal theory in sequential analysis
著作者等 Woodroofe, Michael
Rozier, Ron
シリーズ名 CBMS-NSF regional conference series in applied mathematics
出版元 Society for Industrial and Applied Mathematics
刊行年月 1982
ページ数 iv, 119 p.
大きさ 25 cm
ISBN 0898711800
NCID BA01213951
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言語 英語
出版国 アメリカ合衆国
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