Sequential estimation

Sequential estimation

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The only comprehensive guide to the theory and practice of one of today's most important probabilistic techniques The past 15 years have witnessed many significant advances in sequential estimation, especially in the areas of three-stage and nonparametric methodology. Yet, until now, there were no references devoted exclusively to this rapidly growing statistical field. Sequential Estimation is the first, single-source guide to the theory and practice of both classical and modern sequential estimation techniques--including parametric and nonparametric methods. Researchers in sequential analysis will appreciate the unified, logically integrated treatment of the subject, as well as coverage of important contemporary procedures not covered in more general 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 methodologies leading to sequential tagging schemes An indispensable resource for researchers in sequential analysis, Sequential Estimation is an ideal graduate-level text as well.The weak convergence results for n1/2{t/nm(y)-Gm(y)} aamp;ndn1/2{unM(y)-GM(y)}, ye 1R+, follow by direct appeal to the {/-process theory, ... Let X stand for the lifetime of an operating unit, and let Y be the repairing time for a failed unit. ... Thus, if N stands for the number of operating units failure culminating in a system failure, then TV is a positive integer-valued r.v. ... (13.3.18) Jo rca roo HF = xdF(x) and fiG = / ydG{y) Jo Jo (13.3.19) be, respectively, the mean lifetime and mean repair time.

Title:Sequential estimation
Author: Malay Ghosh, Nitis Mukhopadhyay, Pranab Kumar Sen
Publisher:Wiley-Interscience - 1997-03-14

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