Bharat Bhushan: Optimal Stopping Rules - neues Buch
ISBN: 9783540740117
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in … Mehr…
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s.One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A.Wald, whose Sequential ~nal~sis' was published in 1947.In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed.A. Wald showed the advantage of sequential methods in the problem of testing (from independent obser- tions) two simple hypotheses.He proved that such methods yield on the average a smaller number of observations than any other method using fixed sample size (and the same probabilities of wrong decisions).Furth- more, Wald described a specific sequential procedure based on his sequ- tial probability ratio criterion which proved to be optimal in the class of all sequential methods.By the sequential method, as applied to the problem of testing two simple hypotheses, we mean a rule according to which the time at which the observations are terminated is prescribed as well as the terminal decision as to which of the two hypotheses is true.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
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Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in … Mehr…
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s. One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential ~nal~sis' was published in 1947. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed. A. Wald showed the advantage of sequential methods in the problem of testing (from independent obser- tions) two simple hypotheses. He proved that such methods yield on the average a smaller number of observations than any other method using fixed sample size (and the same probabilities of wrong decisions). Furth- more, Wald described a specific sequential procedure based on his sequ- tial probability ratio criterion which proved to be optimal in the class of all sequential methods. By the sequential method, as applied to the problem of testing two simple hypotheses, we mean a rule according to which the time at which the observations are terminated is prescribed as well as the terminal decision as to which of the two hypotheses is true., Springer<
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Nr. 978-3-540-74011-7. Versandkosten:Worldwide free shipping, , DE. (EUR 0.00) Details...
(*) Derzeit vergriffen bedeutet, dass dieser Titel momentan auf keiner der angeschlossenen Plattform verfügbar ist.
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in … Mehr…
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s.One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A.Wald, whose Sequential ~nal~sis' was published in 1947.In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed.A. Wald showed the advantage of sequential methods in the problem of testing (from independent obser- tions) two simple hypotheses.He proved that such methods yield on the average a smaller number of observations than any other method using fixed sample size (and the same probabilities of wrong decisions).Furth- more, Wald described a specific sequential procedure based on his sequ- tial probability ratio criterion which proved to be optimal in the class of all sequential methods.By the sequential method, as applied to the problem of testing two simple hypotheses, we mean a rule according to which the time at which the observations are terminated is prescribed as well as the terminal decision as to which of the two hypotheses is true.; PDF; Scientific, Technical and Medical > Mathematics > Probability & statistics, Springer Berlin Heidelberg<
No. 9783540740117. Versandkosten:Instock, Despatched same working day before 3pm, zzgl. Versandkosten.
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in … Mehr…
Along with conventional problems of statistics and probability, the - vestigation of problems occurring in what is now referred to as stochastic theory of optimal control also started in the 1940s and 1950s. One of the most advanced aspects of this theory is the theory of optimal stopping rules, the development of which was considerably stimulated by A. Wald, whose Sequential ~nal~sis' was published in 1947. In contrast to the classical methods of mathematical statistics, according to which the number of observations is fixed in advance, the methods of sequential analysis are characterized by the fact that the time at which the observations are terminated (stopping time) is random and is defined by the observer based on the data observed. A. Wald showed the advantage of sequential methods in the problem of testing (from independent obser- tions) two simple hypotheses. He proved that such methods yield on the average a smaller number of observations than any other method using fixed sample size (and the same probabilities of wrong decisions). Furth- more, Wald described a specific sequential procedure based on his sequ- tial probability ratio criterion which proved to be optimal in the class of all sequential methods. By the sequential method, as applied to the problem of testing two simple hypotheses, we mean a rule according to which the time at which the observations are terminated is prescribed as well as the terminal decision as to which of the two hypotheses is true., Springer<
Nr. 978-3-540-74011-7. Versandkosten:Worldwide free shipping, , DE. (EUR 0.00)
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EAN (ISBN-13): 9783540740117 ISBN (ISBN-10): 3540740112 Erscheinungsjahr: 2007 Herausgeber: Springer Berlin 220 Seiten Sprache: rus/Russisch
Buch in der Datenbank seit 2008-12-08T15:14:50+01:00 (Vienna) Detailseite zuletzt geändert am 2024-03-31T19:32:05+02:00 (Vienna) ISBN/EAN: 9783540740117
ISBN - alternative Schreibweisen: 3-540-74011-2, 978-3-540-74011-7 Alternative Schreibweisen und verwandte Suchbegriffe: Autor des Buches: shiryaev, maria peter, maria lang Titel des Buches: stopping, rules
Daten vom Verlag:
Autor/in: Albert N. Shiryaev Titel: Stochastic Modelling and Applied Probability; Optimal Stopping Rules Verlag: Springer; Springer Berlin 220 Seiten Erscheinungsjahr: 2007-09-23 Berlin; Heidelberg; DE Übersetzer/in: A.B. Aries (Russisch) Sprache: Englisch 90,94 € (DE) 93,50 € (AT) 100,50 CHF (CH) Available XII, 220 p. 7 illus.
EA; E107; eBook; Nonbooks, PBS / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Markov Processes; Markov process; Observable; Optimal Stopping; Stochastic Optimization; mathematical statistics; optimization; statistics; C; Probability Theory; Statistics in Business, Management, Economics, Finance, Insurance; Mathematics and Statistics; Stochastik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; BC
Random Processes: Markov Times.- Optimal Stopping of Markov Sequences.- Optimal Stopping of Markov Processes.- Some Applications to Problems of Mathematical Statistics. Although three decades have passed since first publication of this book reprinted now as a result of popular demand, the content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications The area of application of the optimal stopping theory is very broad Includes supplementary material: sn.pub/extras;
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