Sequential Estimation

Malay Ghosh, Nitis Mukhopadhyay, Pranab Kumar Sen

ISBN: 978-0-471-81271-5

Hardcover

504 pages

March 1997

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Introduction and Coverage.

Probabilistic Results in Sequential Analysis.

Some Basic Concepts for Fixed-Sample Estimation.

General Aspects of Sequential Estimation.

Sequential Bayesian Estimation.

Multistage Estimation.

Parametric Sequential Point Estimation.

Parametric Sequential Confidence Estimation.

Nonparametric Sequential Point Estimation.

Nonparametric Sequential Confidence Estimation.

Estimation Following Sequential Tests.

Time-Sequential Estimation Problems.

Sequential Estimation in Reliability Models.

Sequential Estimation of the Size of a Finite Population.

Stochastic Approximation.

References.

Indexes.