1.

Record Nr.

UNINA9910458645403321

Titolo

Random walk, sequential analysis and related topics [[electronic resource] ] : a Festschrift in honor of Yuan-Shih Chow / / Editors: Agnes Chao Hsiung, Zhiliang Ying, Cun-Hui Zhang

Pubbl/distr/stampa

Singapore ; ; Hackensack, NJ, : World Scientific Pub., c2006

ISBN

1-281-37317-6

9786611373177

981-277-255-3

Descrizione fisica

1 online resource (421 p.)

Altri autori (Persone)

ChowYuan Shih <1924->

HsiungAgnes Chao

YingZhiliang <1960->

ZhangCun-Hui

Disciplina

519

Soggetti

Sequential analysis

Random walks (Mathematics)

Statistics

Probabilities

Electronic books.

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Includes papers from the International Conference on Random Walks, Sequential Analysis, and Related Topics, held at Fudan University, Shanghai, China, 18-19 July 2004 .

Nota di bibliografia

Includes bibliographical references.

Nota di contenuto

CONTENTS               ; A Conversation with Yuan Shih Chow                                         ; Publications of Yuan Shih Chow                                     ; Preface              ; Sequential Analysis                          ; Maximizing Expected Value with Two Stage Stopping Rules                                                              ; Normal Approximation for Two-Stage Winner Design

A Restricted Minimax Determination of the Initial Sample Size in Stein's and Related Two-Stage Procedure                                                                                                               Incorporating Overrunning Data into the Analysis of Both Primary and Secondary Endpoints in a Sequential Trial                                                                                                                     ; Probability Theory

Central Limit Theorems for Instantaneous Filters of Linear Random



Fields on Z2                                                                                     A Study of Inverses of Thinned Renewal Processes                                                       ; Stochastic Games of Control and Stopping for a Linear Diffusion                                                                      ; On Dirichlet Multinomial Distributions                                             ; The Optimal Stopping Problem for Sn/n and Its Ramifcations

Bold Play and the Optimal Policy for Vardi's Casino                                                          The Upper Limit of a Normalized Random Walk                                                  ; Semiparametric Statistics                                ; Analysis of a Sequence of Dependent 2 x 2 Tables                                                       ; A New Test of Symmetry about an Unknown Median

The Cox Proportional Hazards Model with a Partially Known Baseline                                                                         Nonparametric Statistics                               ; The Logistic Distribution and a Rank Test for Non-Transitivity                                                                     ; A Note on the Consistency in Bayesian Shape-Restricted Regression with Random Bernstein Polynomials

A Stabilized Uniform Q-Q Plot to Detect Non-Multinormality

Sommario/riassunto

This volume is a collection of papers in celebration of the 80th birthday of Yuan-Shih Chow, whose influential work in probability and mathematical statistics has contributed greatly to mathematics education and the development of statistics research and application in Taiwan and mainland China.  The twenty-two papers cover a wide range of problems reflecting both the broad scope of areas where Professor Chow has made major contributions and recent advances in probability theory and statistics.  <i>Sample Chapter(s)</i><br>Chapter 1: Maximizing Expected Value with Two Stage Stopping Rules (64