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Sequential Analysis and Optimal DesignSequential Analysis and Optimal Design

Herman Chernoff



CBMS-NSF Regional Conference Series in Applied Mathematics 8

An exploration of the interrelated fields of design of experiments and sequential analysis with emphasis on the nature of theoretical statistics and how this relates to the philosophy and practice of statistics.

Contents

Preliminaries on Probability; Generalities about the Conventional Theory of Design of Experiments; Optimal Sample Size; Preliminaries on Regression; Design for Linear Regression: Elfving's Method; Maximum-Likelihood Estimation; Locally Optimal Designs for Estimation; More Design in Regression Experiments; Testing Hypotheses; Optimal Sample Size in Testing; Sequential Probability-Ratio Test; Optimality of Sequential Probability-Ratio Test; Motivation for an Approach to Sequential Design of Experiments in Testing Hypotheses; Asymptotic Optimality of Procedure A in Sequential Design; Extensions and Open Questions in Sequential Design; The Problem of Adjacent Hypotheses; Testing for the Sign of a Normal Mean: No Indifference Zone; Bandit Problems; Sequential Estimation of a Normal Mean; Sequential Estimation of the Common Mean of Two Normal Populations.

1972 / v + 119 pages / Softcover / ISBN-13: 978-0-898710-06-9 / ISBN-10: 0-89871-006-5 /
List Price $46.50 / SIAM/CBMS Member Price $32.55 / Order Code CB08
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