Titel: Optimization Techniques in Statistics (Statistical Modeling and Decision Science)
Verlag: Academic Press
Ver�ffentlichungsdatum: 1994
Sprache: Englisch
ISBN-10: 0126045550
ISBN-13: 9780126045550
Bindung: Hardcover
Zustand: Good
Zustand des Schutzumschlags: No Jacket

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Inhaltsangabe

Statistics help guide us to optimal decisions under uncertainty. A large variety of statistical problems are essentially solutions to optimization problems. The mathematical techniques of optimization are fundamentalto statistical theory and practice. In this book, Jagdish Rustagi provides full-spectrum coverage of these methods, ranging from classical optimization and Lagrange multipliers, to numerical techniques using gradients or direct search, to linear, nonlinear, and dynamic programming using the Kuhn-Tucker conditions or the Pontryagin maximal principle. Variational methods and optimization in function spaces are also discussed, as are stochastic optimization in simulation, including annealing methods. The text features numerous applications, including:Finding maximum likelihood estimatesMarkov decision processesProgramming methods used to optimize monitoring of patients in hospitalsDerivation of the Neyman-Pearson lemmaThe search for optimal designsSimulation of a steel millSuitable as both a reference and a text, this book will be of interest to advanced undergraduate or beginning graduate students in statistics, operations research, management and engineering sciences, and related fields. Most of the material can be covered in one semester by students with a basic background in probability and statistics.

Cr�ticas

It is well written, nicely organized, with a high degree of mathematical accuracy...all coming together to make the material easily digestible.--Stergios B. Fotopoulos, Washington State University

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