Handbook of Sequential Analysis

By B. K. Ghosh, P.K. Sen

Subjects: Sequential methods, Statistical inference, Probabilities, Mathematical statistics, Sequential analysis, Probability theory, SPRT

Description: Sequential analysis refers to the body of statistical theory and methods where the sample size may depend in a random manner on the accumulating data. A formal theory in which optimal tests are derived for simple statistical hypotheses in such a framework was developed by Abraham Wald in the early one.