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Constrained statistical inference [[electronic resource] ] : inequality, order, and shape restrictions / / Mervyn J. Silvapulle, Pranab K. Sen
| Constrained statistical inference [[electronic resource] ] : inequality, order, and shape restrictions / / Mervyn J. Silvapulle, Pranab K. Sen |
| Autore | Silvapulle Mervyn J. <1951-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, c2005 |
| Descrizione fisica | 1 online resource (560 p.) |
| Disciplina | 519.535 |
| Altri autori (Persone) | SenPranab Kumar <1937-> |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Multivariate analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-28000-0
9786613280008 1-118-16561-6 1-118-16563-2 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Constrained Statistical Inference: Inequality, Order, and Shape Restrictions; Dedication; Contents; Preface; 1 Introduction; 1.1 Preamble; 1.2 Examples; 1.3 Coverage and Organization of the Book; 2 Comparison of Population Means and Isotonic Regression; 2.1 Ordered Alternative Hypotheses; 2.1.1 Test of H0 : μ1 = μ2 = μ3 Against an Order Restriction; 2.1.2 Test of H0 = μ1 = ... = μk Against an Order Restriction; 2.1.2.1 Exact finite sample results when the error distribution is N(0, σ2); 2.1.2.2 Computing minμεH1 Σ Σ(yij - μi)2, F, and E2; 2.1.3 General Remarks; 2.2 Ordered Null Hypotheses
2.3 Isotonic Regression2.3.1 Quasi-order and Isotonic Regression; 2.4 Isotonic Regression: Results Related to Computational Formulas; 2.4.1 Isotonic Regression Under Simple Order; 2.4.2 Ordered Means of Exponential Family; 2.5 Appendix: Proofs; Problems; 3 Tests on Multivariate Normal Mean; 3.1 Introduction; 3.2 Statement of Two General Testing Problems; 3.2.1 Reduction by Sufficiency; 3.3 Theory: The Basics in Two Dimensions; 3.4 Chi-bar-square Distribution; 3.5 Computing the Tail Probabilities of Chi-bar-square Distributions; 3.6 Results on Chi-bar-square Weights 3.7 LRT for Type A problems: V is Known3.8 LRT for Type B problems: V is Known; 3.9 Tests on the Linear Regression Parameter; 3.9.1 Null Distributions; 3.10 Tests When V is Unknown (Perlman's Test and Alternatives); 3.10.1 Type A Testing Problem; 3.10.2 Type B Testing Problem; 3.10.3 Conditional Tests of H0 : θ = 0 vs H1 : θ >= 0; 3.11 Optimality Properties; 3.11.1 Consistency of Tests; 3.11.2 Monotonicity of the Power Function; 3.12 Appendix 1: Convex Cones, Polyhedrals, and Projections; 3.12.1 Introduction; 3.12.2 Projections onto Convex Cones; 3.12.3 Polyhedral Cones 3.13 Appendix 2: ProofsProblems; 4 Tests in General Parametric Models; 4.1 Introduction; 4.2 Preliminaries; 4.3 Tests of Rθ = 0 Against Rθ >= 0; 4.3.1 Likelihood Ratio Test with iid Observations; 4.3.2 Tests in the Presence of Nuisance Parameters; 4.3.3 Wald- and Score-type Tests with iid Observations; 4.3.4 Independent Observations with Covariates; 4.3.5 Examples; 4.4 Tests of h(θ) = 0; 4.4.1 Test of h(θ) = 0 Against h(θ) >= 0; 4.4.2 Test of h(θ) = 0 Against h2(θ) >= 0; 4.5 An Overview of Score Tests with no Inequality Constraints; 4.5.1 Test of H0 : θ = θ0 Against H2 : θ = θ0 4.5.2 Test of H0 : φ = φ0 Against H2 : φ = φ04.5.3 Tests Based on Estimating Equations; 4.6 Local Score-type Tests of H0 : φ = 0 Against H1 : φ ε Ψ; 4.6.1 Local Score Test of H0 : θ = 0 Against H1 : θ ε C; 4.6.2 Local Score Test of H0 : φ = 0 Against H1 : φ ε C; 4.6.3 Local Sore-Type Test Based on Estimating Equations; 4.6.4 A General Local Score-Type Test of H0 : φ = 0; 4.6.5 A Simple One-Dimensional Test of φ = 0 Against φ ε C; 4.6.6 A Data Example: Test Against ARCH Effect in an ARCH Model; 4.7 Approximating Cones and Tangent Cones; 4.7.1 Chernoff Regularity; 4.8 General Testing Problems 4.8.1 Likelihood Approach When Θ is Open |
| Record Nr. | UNINA-9910139578203321 |
Silvapulle Mervyn J. <1951->
|
||
| Hoboken, N.J., : Wiley-Interscience, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Constrained statistical inference [[electronic resource] ] : inequality, order, and shape restrictions / / Mervyn J. Silvapulle, Pranab K. Sen
| Constrained statistical inference [[electronic resource] ] : inequality, order, and shape restrictions / / Mervyn J. Silvapulle, Pranab K. Sen |
| Autore | Silvapulle Mervyn J. <1951-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, c2005 |
| Descrizione fisica | 1 online resource (560 p.) |
| Disciplina | 519.535 |
| Altri autori (Persone) | SenPranab Kumar <1937-> |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Multivariate analysis |
| ISBN |
1-283-28000-0
9786613280008 1-118-16561-6 1-118-16563-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Constrained Statistical Inference: Inequality, Order, and Shape Restrictions; Dedication; Contents; Preface; 1 Introduction; 1.1 Preamble; 1.2 Examples; 1.3 Coverage and Organization of the Book; 2 Comparison of Population Means and Isotonic Regression; 2.1 Ordered Alternative Hypotheses; 2.1.1 Test of H0 : μ1 = μ2 = μ3 Against an Order Restriction; 2.1.2 Test of H0 = μ1 = ... = μk Against an Order Restriction; 2.1.2.1 Exact finite sample results when the error distribution is N(0, σ2); 2.1.2.2 Computing minμεH1 Σ Σ(yij - μi)2, F, and E2; 2.1.3 General Remarks; 2.2 Ordered Null Hypotheses
2.3 Isotonic Regression2.3.1 Quasi-order and Isotonic Regression; 2.4 Isotonic Regression: Results Related to Computational Formulas; 2.4.1 Isotonic Regression Under Simple Order; 2.4.2 Ordered Means of Exponential Family; 2.5 Appendix: Proofs; Problems; 3 Tests on Multivariate Normal Mean; 3.1 Introduction; 3.2 Statement of Two General Testing Problems; 3.2.1 Reduction by Sufficiency; 3.3 Theory: The Basics in Two Dimensions; 3.4 Chi-bar-square Distribution; 3.5 Computing the Tail Probabilities of Chi-bar-square Distributions; 3.6 Results on Chi-bar-square Weights 3.7 LRT for Type A problems: V is Known3.8 LRT for Type B problems: V is Known; 3.9 Tests on the Linear Regression Parameter; 3.9.1 Null Distributions; 3.10 Tests When V is Unknown (Perlman's Test and Alternatives); 3.10.1 Type A Testing Problem; 3.10.2 Type B Testing Problem; 3.10.3 Conditional Tests of H0 : θ = 0 vs H1 : θ >= 0; 3.11 Optimality Properties; 3.11.1 Consistency of Tests; 3.11.2 Monotonicity of the Power Function; 3.12 Appendix 1: Convex Cones, Polyhedrals, and Projections; 3.12.1 Introduction; 3.12.2 Projections onto Convex Cones; 3.12.3 Polyhedral Cones 3.13 Appendix 2: ProofsProblems; 4 Tests in General Parametric Models; 4.1 Introduction; 4.2 Preliminaries; 4.3 Tests of Rθ = 0 Against Rθ >= 0; 4.3.1 Likelihood Ratio Test with iid Observations; 4.3.2 Tests in the Presence of Nuisance Parameters; 4.3.3 Wald- and Score-type Tests with iid Observations; 4.3.4 Independent Observations with Covariates; 4.3.5 Examples; 4.4 Tests of h(θ) = 0; 4.4.1 Test of h(θ) = 0 Against h(θ) >= 0; 4.4.2 Test of h(θ) = 0 Against h2(θ) >= 0; 4.5 An Overview of Score Tests with no Inequality Constraints; 4.5.1 Test of H0 : θ = θ0 Against H2 : θ = θ0 4.5.2 Test of H0 : φ = φ0 Against H2 : φ = φ04.5.3 Tests Based on Estimating Equations; 4.6 Local Score-type Tests of H0 : φ = 0 Against H1 : φ ε Ψ; 4.6.1 Local Score Test of H0 : θ = 0 Against H1 : θ ε C; 4.6.2 Local Score Test of H0 : φ = 0 Against H1 : φ ε C; 4.6.3 Local Sore-Type Test Based on Estimating Equations; 4.6.4 A General Local Score-Type Test of H0 : φ = 0; 4.6.5 A Simple One-Dimensional Test of φ = 0 Against φ ε C; 4.6.6 A Data Example: Test Against ARCH Effect in an ARCH Model; 4.7 Approximating Cones and Tangent Cones; 4.7.1 Chernoff Regularity; 4.8 General Testing Problems 4.8.1 Likelihood Approach When Θ is Open |
| Record Nr. | UNINA-9910831070903321 |
|
Silvapulle Mervyn J. <1951->
|
||
| Hoboken, N.J., : Wiley-Interscience, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Constrained statistical inference : inequality, order, and shape restrictions / / Mervyn J. Silvapulle, Pranab K. Sen
| Constrained statistical inference : inequality, order, and shape restrictions / / Mervyn J. Silvapulle, Pranab K. Sen |
| Autore | Silvapulle Mervyn J. <1951-> |
| Pubbl/distr/stampa | Hoboken, N.J., : Wiley-Interscience, c2005 |
| Descrizione fisica | 1 online resource (560 p.) |
| Disciplina | 519.5/35 |
| Altri autori (Persone) | SenPranab Kumar <1937-> |
| Collana | Wiley series in probability and statistics |
| Soggetto topico | Multivariate analysis |
| ISBN |
1-283-28000-0
9786613280008 1-118-16561-6 1-118-16563-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Constrained Statistical Inference: Inequality, Order, and Shape Restrictions; Dedication; Contents; Preface; 1 Introduction; 1.1 Preamble; 1.2 Examples; 1.3 Coverage and Organization of the Book; 2 Comparison of Population Means and Isotonic Regression; 2.1 Ordered Alternative Hypotheses; 2.1.1 Test of H0 : μ1 = μ2 = μ3 Against an Order Restriction; 2.1.2 Test of H0 = μ1 = ... = μk Against an Order Restriction; 2.1.2.1 Exact finite sample results when the error distribution is N(0, σ2); 2.1.2.2 Computing minμεH1 Σ Σ(yij - μi)2, F, and E2; 2.1.3 General Remarks; 2.2 Ordered Null Hypotheses
2.3 Isotonic Regression2.3.1 Quasi-order and Isotonic Regression; 2.4 Isotonic Regression: Results Related to Computational Formulas; 2.4.1 Isotonic Regression Under Simple Order; 2.4.2 Ordered Means of Exponential Family; 2.5 Appendix: Proofs; Problems; 3 Tests on Multivariate Normal Mean; 3.1 Introduction; 3.2 Statement of Two General Testing Problems; 3.2.1 Reduction by Sufficiency; 3.3 Theory: The Basics in Two Dimensions; 3.4 Chi-bar-square Distribution; 3.5 Computing the Tail Probabilities of Chi-bar-square Distributions; 3.6 Results on Chi-bar-square Weights 3.7 LRT for Type A problems: V is Known3.8 LRT for Type B problems: V is Known; 3.9 Tests on the Linear Regression Parameter; 3.9.1 Null Distributions; 3.10 Tests When V is Unknown (Perlman's Test and Alternatives); 3.10.1 Type A Testing Problem; 3.10.2 Type B Testing Problem; 3.10.3 Conditional Tests of H0 : θ = 0 vs H1 : θ >= 0; 3.11 Optimality Properties; 3.11.1 Consistency of Tests; 3.11.2 Monotonicity of the Power Function; 3.12 Appendix 1: Convex Cones, Polyhedrals, and Projections; 3.12.1 Introduction; 3.12.2 Projections onto Convex Cones; 3.12.3 Polyhedral Cones 3.13 Appendix 2: ProofsProblems; 4 Tests in General Parametric Models; 4.1 Introduction; 4.2 Preliminaries; 4.3 Tests of Rθ = 0 Against Rθ >= 0; 4.3.1 Likelihood Ratio Test with iid Observations; 4.3.2 Tests in the Presence of Nuisance Parameters; 4.3.3 Wald- and Score-type Tests with iid Observations; 4.3.4 Independent Observations with Covariates; 4.3.5 Examples; 4.4 Tests of h(θ) = 0; 4.4.1 Test of h(θ) = 0 Against h(θ) >= 0; 4.4.2 Test of h(θ) = 0 Against h2(θ) >= 0; 4.5 An Overview of Score Tests with no Inequality Constraints; 4.5.1 Test of H0 : θ = θ0 Against H2 : θ = θ0 4.5.2 Test of H0 : φ = φ0 Against H2 : φ = φ04.5.3 Tests Based on Estimating Equations; 4.6 Local Score-type Tests of H0 : φ = 0 Against H1 : φ ε Ψ; 4.6.1 Local Score Test of H0 : θ = 0 Against H1 : θ ε C; 4.6.2 Local Score Test of H0 : φ = 0 Against H1 : φ ε C; 4.6.3 Local Sore-Type Test Based on Estimating Equations; 4.6.4 A General Local Score-Type Test of H0 : φ = 0; 4.6.5 A Simple One-Dimensional Test of φ = 0 Against φ ε C; 4.6.6 A Data Example: Test Against ARCH Effect in an ARCH Model; 4.7 Approximating Cones and Tangent Cones; 4.7.1 Chernoff Regularity; 4.8 General Testing Problems 4.8.1 Likelihood Approach When Θ is Open |
| Record Nr. | UNINA-9910877718203321 |
|
Silvapulle Mervyn J. <1951->
|
||
| Hoboken, N.J., : Wiley-Interscience, c2005 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sequential estimation [[electronic resource] /] / Malay Ghosh, Nitis Mukhopadhyay, Pranab K. Sen
| Sequential estimation [[electronic resource] /] / Malay Ghosh, Nitis Mukhopadhyay, Pranab K. Sen |
| Autore | Ghosh Malay |
| Pubbl/distr/stampa | New York, : Wiley, c1997 |
| Descrizione fisica | 1 online resource (504 p.) |
| Disciplina | 519.54 |
| Altri autori (Persone) |
MukhopadhyayNitis <1950->
SenPranab Kumar <1937-> |
| Collana | Wiley series in probability and statistics. Probability and statistics |
| Soggetto topico |
Estimation theory
Sequential analysis |
| Soggetto genere / forma | Electronic books. |
| ISBN |
1-283-27401-9
9786613274014 1-118-16592-6 1-118-16591-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sequential Estimation; Contents; Preface; 1. Introduction and Coverage; 1.1 Introduction; 1.2 Some Sequential Sampling Schemes in Practice; 1.2.1 Binomial Waiting-Time Distribution; 1.2.2 Hypergeometric Waiting-Time Distribution; 1.2.3 Capture-Mark-Recapture Procedures; 1.2.4 Time-Sequential Models; 1.2.5 Sequential Models in Reliability Problems; 1.2.6 Recursive Estimation and Sequential Schemes; 1.3 Organization of This Book; 2. Probabilistic Results in Sequential Analysis; 2.1 Introduction; 2.2 Martingales; 2.3 Stopping Times; 2.4 Martingale Inequalities and Identities
2.5 Submartingale Convergence Theorems2.6 Martingale Central Limit Theorems; 2.7 Random Central Limit Theorems and Berry-Esseen Bounds; 2.8 Renewal Theorem-First Passage and Residual Waiting Times; 2.9 Nonlinear Renewal Theory; 2.10 Exercises; 3. Some Basic Concepts for Fixed-Sample Estimation; 3.1 Introduction; 3.2 Decision-Theoretic Notions; 3.3 Bayesian Decision Rules; 3.4 Sufficiency and Efficiency; 3.5 Invariance and Transitivity; 3.6 Method of Maximum Likelihood; 3.7 Why Sequential?; 3.8 Exercises; 4. General Aspects of Sequential Estimation; 4.1 Introduction 4.2 Sufficiency, Rao-Blackwell Theorem, and Transitivity4.3 Cramér-Rao and Related Inequalities; 4.4 Sequential Binomial Sampling Plans; 4.5 Exercises; 5. Sequential Bayesian Estimation; 5.1 Introduction; 5.2 Bayesian Sequential Decision Rules; 5.3 Sequential Bayesian Estimation; 5.4 Asymptotically Pointwise Optimal (APO) Stopping Rules; 5.5 Hierarchical and Empirical Bayes Sequential Estimation; 5.6 Exercises; 6. Multistage Estimation; 6.1 Introduction; 6.2 Fixed-Width Confidence Intervals and Two-Stage Procedures; 6.2.1 Stein's Two-Stage Procedure; 6.2.2 Modified Two-Stage Procedure 6.2.3 Further Generalizations6.3 Fixed-Width Confidence Intervals and Three-Stage Procedures; 6.3.1 The Global Theory; 6.3.2 Applications of the Three-Stage Procedure; 6.4 Fixed-Width Confidence Intervals and Accelerated Sequential Procedures; 6.4.1 The Global Theory; 6.5 Point Estimation Problems; 6.5.1 Minimum Risk Normal Mean Problem; 6.5.2 Two-Stage Procedure; 6.5.3 Modified Two-Stage Procedure; 6.5.4 Three-Stage Procedure; 6.5.5 Accelerated Sequential Procedure; 6.6 Other Related Estimation Problems; 6.6.1 Point Estimation in Exponential Populations; 6.6.2 Estimation of Normal Variance 6.6.3 Binomial and Negative Binomial Problems6.7 Comparison of Populations; 6.7.1 Fixed-Width Confidence Intervals; 6.7.2 Point Estimation; 6.8 Estimation in Multivariate Normal and Linear Models; 6.8.1 Estimation of Mean Vector When Σ Is Arbitrary; 6.8.2 Comparison of Populations; 6.8.3 Linear Regression Problems; 6.8.4 Shrinkage Estimators; 6.8.5 Estimation of Ordered Parameters; 6.9 Exercises; 7. Parametric Sequential Point Estimation; 7.1 Introduction; 7.2 Estimation of the Normal Mean; 7.3 Estimation of the Difference of Two Normal Means; 7.4 Point Estimation in Linear Models 7.5 Estimation of the Multivariate Normal Mean |
| Record Nr. | UNINA-9910139600803321 |
|
Ghosh Malay
|
||
| New York, : Wiley, c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sequential estimation [[electronic resource] /] / Malay Ghosh, Nitis Mukhopadhyay, Pranab K. Sen
| Sequential estimation [[electronic resource] /] / Malay Ghosh, Nitis Mukhopadhyay, Pranab K. Sen |
| Autore | Ghosh Malay |
| Pubbl/distr/stampa | New York, : Wiley, c1997 |
| Descrizione fisica | 1 online resource (504 p.) |
| Disciplina | 519.54 |
| Altri autori (Persone) |
MukhopadhyayNitis <1950->
SenPranab Kumar <1937-> |
| Collana | Wiley series in probability and statistics. Probability and statistics |
| Soggetto topico |
Estimation theory
Sequential analysis |
| ISBN |
1-283-27401-9
9786613274014 1-118-16592-6 1-118-16591-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sequential Estimation; Contents; Preface; 1. Introduction and Coverage; 1.1 Introduction; 1.2 Some Sequential Sampling Schemes in Practice; 1.2.1 Binomial Waiting-Time Distribution; 1.2.2 Hypergeometric Waiting-Time Distribution; 1.2.3 Capture-Mark-Recapture Procedures; 1.2.4 Time-Sequential Models; 1.2.5 Sequential Models in Reliability Problems; 1.2.6 Recursive Estimation and Sequential Schemes; 1.3 Organization of This Book; 2. Probabilistic Results in Sequential Analysis; 2.1 Introduction; 2.2 Martingales; 2.3 Stopping Times; 2.4 Martingale Inequalities and Identities
2.5 Submartingale Convergence Theorems2.6 Martingale Central Limit Theorems; 2.7 Random Central Limit Theorems and Berry-Esseen Bounds; 2.8 Renewal Theorem-First Passage and Residual Waiting Times; 2.9 Nonlinear Renewal Theory; 2.10 Exercises; 3. Some Basic Concepts for Fixed-Sample Estimation; 3.1 Introduction; 3.2 Decision-Theoretic Notions; 3.3 Bayesian Decision Rules; 3.4 Sufficiency and Efficiency; 3.5 Invariance and Transitivity; 3.6 Method of Maximum Likelihood; 3.7 Why Sequential?; 3.8 Exercises; 4. General Aspects of Sequential Estimation; 4.1 Introduction 4.2 Sufficiency, Rao-Blackwell Theorem, and Transitivity4.3 Cramér-Rao and Related Inequalities; 4.4 Sequential Binomial Sampling Plans; 4.5 Exercises; 5. Sequential Bayesian Estimation; 5.1 Introduction; 5.2 Bayesian Sequential Decision Rules; 5.3 Sequential Bayesian Estimation; 5.4 Asymptotically Pointwise Optimal (APO) Stopping Rules; 5.5 Hierarchical and Empirical Bayes Sequential Estimation; 5.6 Exercises; 6. Multistage Estimation; 6.1 Introduction; 6.2 Fixed-Width Confidence Intervals and Two-Stage Procedures; 6.2.1 Stein's Two-Stage Procedure; 6.2.2 Modified Two-Stage Procedure 6.2.3 Further Generalizations6.3 Fixed-Width Confidence Intervals and Three-Stage Procedures; 6.3.1 The Global Theory; 6.3.2 Applications of the Three-Stage Procedure; 6.4 Fixed-Width Confidence Intervals and Accelerated Sequential Procedures; 6.4.1 The Global Theory; 6.5 Point Estimation Problems; 6.5.1 Minimum Risk Normal Mean Problem; 6.5.2 Two-Stage Procedure; 6.5.3 Modified Two-Stage Procedure; 6.5.4 Three-Stage Procedure; 6.5.5 Accelerated Sequential Procedure; 6.6 Other Related Estimation Problems; 6.6.1 Point Estimation in Exponential Populations; 6.6.2 Estimation of Normal Variance 6.6.3 Binomial and Negative Binomial Problems6.7 Comparison of Populations; 6.7.1 Fixed-Width Confidence Intervals; 6.7.2 Point Estimation; 6.8 Estimation in Multivariate Normal and Linear Models; 6.8.1 Estimation of Mean Vector When Σ Is Arbitrary; 6.8.2 Comparison of Populations; 6.8.3 Linear Regression Problems; 6.8.4 Shrinkage Estimators; 6.8.5 Estimation of Ordered Parameters; 6.9 Exercises; 7. Parametric Sequential Point Estimation; 7.1 Introduction; 7.2 Estimation of the Normal Mean; 7.3 Estimation of the Difference of Two Normal Means; 7.4 Point Estimation in Linear Models 7.5 Estimation of the Multivariate Normal Mean |
| Record Nr. | UNINA-9910830487103321 |
|
Ghosh Malay
|
||
| New York, : Wiley, c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Sequential estimation / / Malay Ghosh, Nitis Mukhopadhyay, Pranab K. Sen
| Sequential estimation / / Malay Ghosh, Nitis Mukhopadhyay, Pranab K. Sen |
| Autore | Ghosh Malay |
| Pubbl/distr/stampa | New York, : Wiley, c1997 |
| Descrizione fisica | 1 online resource (504 p.) |
| Disciplina | 519.5/42 |
| Altri autori (Persone) |
MukhopadhyayNitis <1950->
SenPranab Kumar <1937-> |
| Collana | Wiley series in probability and statistics. Probability and statistics |
| Soggetto topico |
Estimation theory
Sequential analysis |
| ISBN |
1-283-27401-9
9786613274014 1-118-16592-6 1-118-16591-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Sequential Estimation; Contents; Preface; 1. Introduction and Coverage; 1.1 Introduction; 1.2 Some Sequential Sampling Schemes in Practice; 1.2.1 Binomial Waiting-Time Distribution; 1.2.2 Hypergeometric Waiting-Time Distribution; 1.2.3 Capture-Mark-Recapture Procedures; 1.2.4 Time-Sequential Models; 1.2.5 Sequential Models in Reliability Problems; 1.2.6 Recursive Estimation and Sequential Schemes; 1.3 Organization of This Book; 2. Probabilistic Results in Sequential Analysis; 2.1 Introduction; 2.2 Martingales; 2.3 Stopping Times; 2.4 Martingale Inequalities and Identities
2.5 Submartingale Convergence Theorems2.6 Martingale Central Limit Theorems; 2.7 Random Central Limit Theorems and Berry-Esseen Bounds; 2.8 Renewal Theorem-First Passage and Residual Waiting Times; 2.9 Nonlinear Renewal Theory; 2.10 Exercises; 3. Some Basic Concepts for Fixed-Sample Estimation; 3.1 Introduction; 3.2 Decision-Theoretic Notions; 3.3 Bayesian Decision Rules; 3.4 Sufficiency and Efficiency; 3.5 Invariance and Transitivity; 3.6 Method of Maximum Likelihood; 3.7 Why Sequential?; 3.8 Exercises; 4. General Aspects of Sequential Estimation; 4.1 Introduction 4.2 Sufficiency, Rao-Blackwell Theorem, and Transitivity4.3 Cramér-Rao and Related Inequalities; 4.4 Sequential Binomial Sampling Plans; 4.5 Exercises; 5. Sequential Bayesian Estimation; 5.1 Introduction; 5.2 Bayesian Sequential Decision Rules; 5.3 Sequential Bayesian Estimation; 5.4 Asymptotically Pointwise Optimal (APO) Stopping Rules; 5.5 Hierarchical and Empirical Bayes Sequential Estimation; 5.6 Exercises; 6. Multistage Estimation; 6.1 Introduction; 6.2 Fixed-Width Confidence Intervals and Two-Stage Procedures; 6.2.1 Stein's Two-Stage Procedure; 6.2.2 Modified Two-Stage Procedure 6.2.3 Further Generalizations6.3 Fixed-Width Confidence Intervals and Three-Stage Procedures; 6.3.1 The Global Theory; 6.3.2 Applications of the Three-Stage Procedure; 6.4 Fixed-Width Confidence Intervals and Accelerated Sequential Procedures; 6.4.1 The Global Theory; 6.5 Point Estimation Problems; 6.5.1 Minimum Risk Normal Mean Problem; 6.5.2 Two-Stage Procedure; 6.5.3 Modified Two-Stage Procedure; 6.5.4 Three-Stage Procedure; 6.5.5 Accelerated Sequential Procedure; 6.6 Other Related Estimation Problems; 6.6.1 Point Estimation in Exponential Populations; 6.6.2 Estimation of Normal Variance 6.6.3 Binomial and Negative Binomial Problems6.7 Comparison of Populations; 6.7.1 Fixed-Width Confidence Intervals; 6.7.2 Point Estimation; 6.8 Estimation in Multivariate Normal and Linear Models; 6.8.1 Estimation of Mean Vector When Σ Is Arbitrary; 6.8.2 Comparison of Populations; 6.8.3 Linear Regression Problems; 6.8.4 Shrinkage Estimators; 6.8.5 Estimation of Ordered Parameters; 6.9 Exercises; 7. Parametric Sequential Point Estimation; 7.1 Introduction; 7.2 Estimation of the Normal Mean; 7.3 Estimation of the Difference of Two Normal Means; 7.4 Point Estimation in Linear Models 7.5 Estimation of the Multivariate Normal Mean |
| Record Nr. | UNINA-9910876907203321 |
|
Ghosh Malay
|
||
| New York, : Wiley, c1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||