Nonlinear Renewal Theory in Sequential Analysis

Nonlinear Renewal Theory in Sequential Analysis
Author :
Publisher : SIAM
Total Pages : 119
Release :
ISBN-10 : 9780898711806
ISBN-13 : 0898711800
Rating : 4/5 (800 Downloads)

Book Synopsis Nonlinear Renewal Theory in Sequential Analysis by : Michael Woodroofe

Download or read book Nonlinear Renewal Theory in Sequential Analysis written by Michael Woodroofe and published by SIAM. This book was released on 1982-01-31 with total page 119 pages. Available in PDF, EPUB and Kindle. Book excerpt: The global approach to nonlinear renewal theory is integrated with the author's own local approach. Both the theory and its applications are placed in perspective by including a discussion of the linear renewal theorem and its applications to the sequential probability ratio test. Applications to repeated significance tests, to tests with power one, and to sequential estimation are also included. The monograph is self- contained for readers with a working knowledge of measure-theoretic probability and intermediate statistical theory.


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An analogue of Blackwell's renewal theorem is obtained for processes Z sub n = S sub n + xi sub n, where S sub n is the nth partial sum of a sequence X1,X2, ...