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Nonlinear Renewal Theory in Sequential AnalysisNonlinear Renewal Theory in Sequential Analysis

Michael Woodroofe



CBMS-NSF Regional Conference Series in Applied Mathematics 39

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.

Contents

Randomly Stopped Sequences; Random Walks; The Sequential Probability Ratio Test; Nonlinear Renewal Theory; Local Limit Theorems; Open-Ended Tests; Repeated Significance Tests; Multiparameter Problems; Estimation Following Sequential Testing; Sequential Estimation.

1982 / v + 119 pages / Softcover / ISBN-13: 978-0-898711-80-6 / ISBN-10: 0-89871-180-0 /
List Price $53.50 / SIAM/CBMS Member Price $37.45 / Order Code CB39
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