Optimal Sequentially Planned Decision Procedures

Norbert Schmitz

ISBN 10: 0387979085 / ISBN 13: 9780387979083

Verlag: Springer-Verlag New York Inc., 1992

New copy - Usually dispatched within 7-11 working days. Bestandsnummer des Verkäufers B9780387979083

Inhaltsangabe:

This volume is concerned with statistical procedures where the data are collected in sequentially designed groups. The basic premise here is that the expected total sample size is not always the appropriate criterion for evaluating statistical procedures, especially for nonlinear sampling costs (e.g. additive fixed costs) and in clinical trials. In fact, this criterion seems to have been a hindrance to the practical use of Wald's sequential probability ratio test (SPRT) despite its well-known optimum properties. This volume systematically develops decision procedures which retain the possibility of early stopping and remove some of the disadvantages of one-at-a-time sampling. In particular, for generalizations of the SPRT algorithms, methods for computing characteristics (such as operating characteristics or power functions, expected sampling costs, etc.) are developed and implemented. The procedures turn out to be optimal in a Bayesian sense as well as for problems with side conditions (e.g. specified bounds on error probabilities or expected sampling costs). A theory of optimal sampling is developed in order to prove the various properties of the procedures.

Über die Autorin bzw. den Autor: Manfred Breithaupt ist Senior Planning Officer der Energie- und Transportabteilung der Deutschen Gesellschaft für Technische Zusammenarbeit (GTZ) GmbH in Eschborn. Horst Höfling führt seit über 20 Jahren als Diplom-Ingenieur der Elektrotechnik Energieprojekte für die GTZ. Lars Petzold ist Seniorberater der Kienbaum Development Services GmbH in Düsseldorf. Christine Philipp ist Diplom-Volkswirtin und Mitarbeiterin der Kienbaum Development Services GmbH in Düsseldorf. Dr. Norbert Schmitz ist Geschäftsleiter der Kienbaum Development Services GmbH in Düsseldorf. Dr. Rolf Sülzer ist Direktor des GTZ-Landesbüros Thailand in Bangkok.

Bibliografische Details

Titel: Optimal Sequentially Planned Decision ...
Verlag: Springer-Verlag New York Inc.
Erscheinungsdatum: 1992
Einband: Paperback / softback
Zustand: New