Sequential Analysis

Sequential Analysis

Prefix: 
STA
Course Number: 
612

Sufficiency and estimation. Two Stage sampling. The SPRT and its properties, both exact and approximate. Truncated and grouped SPRT's. Decision Theoretic approach. Sequential Estimation. Fixed width confidence intervals. Composite hypotheses and nuisance parameters. Generalized SPRT's. K hypothesis problems. Optimal Stopping. Prereq: STA 606.

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