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Trade Paperback. Condición: VG. used trade paperback edition. lightly shelfworn, corners perhaps slightly bumped. pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws.

Paperback. Condición: Good. Paper browning, otherwise text clean and solid; Lecture Notes In Statistics, 40; 8vo 8" - 9" tall; 148 pages.

Paperback. Condición: new. Paperback. This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm: I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen' s approach to t'he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential statistics. In the second chapter I make use of these connections and derive optimal properties of tests of power one and repeated significance tests for the simpiest model of sequential statistics, the Brownian motion with unknown drift. To both topics:there under1ies an asymptotic approach which is closely linked to large deviation theory: the stopping boundaries recede to infinity. This is a well-known approach in sequential stoetistics which is extensively discussed in Siegmund's recent book Sequential Analysis". This approach also leads to some new insights about the law of the iterated logarithm (LIL). Although the LIL has been studied for nearly seventy years the belief is still common that it applies only for large sampIe sizes which can never be obser ved in practice. Two themes are treated which are closely related to each other and to the law of the iterated logarithm: I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. …

Condición: New. In English.

Condición: New. pp. 152.

Paperback. Condición: Brand New. 1st edition. 142 pages. 9.61x6.69x0.35 inches. In Stock.

Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm: I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen' s approach to t'he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential statistics. In the second chapter I make use of these connections and derive optimal properties of tests of power one and repeated significance tests for the simpiest model of sequential statistics, the Brownian motion with unknown drift. To both topics:there under1ies an asymptotic approach which is closely linked to large deviation theory: the stopping boundaries recede to infinity. This is a well-known approach in sequential stötistics which is extensively discussed in Siegmund's recent book Sequential Analysis'. This approach also leads to some new insights about the law of the iterated logarithm (LIL). Although the LIL has been studied for nearly seventy years the belief is still common that it applies only for large sampIe sizes which can never be obser ved in practice.…

Condición: New.

Paperback. Condición: new. Paperback. This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm: I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen' s approach to t'he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential statistics. In the second chapter I make use of these connections and derive optimal properties of tests of power one and repeated significance tests for the simpiest model of sequential statistics, the Brownian motion with unknown drift. To both topics:there under1ies an asymptotic approach which is closely linked to large deviation theory: the stopping boundaries recede to infinity. This is a well-known approach in sequential stoetistics which is extensively discussed in Siegmund's recent book Sequential Analysis". This approach also leads to some new insights about the law of the iterated logarithm (LIL). Although the LIL has been studied for nearly seventy years the belief is still common that it applies only for large sampIe sizes which can never be obser ved in practice. Two themes are treated which are closely related to each other and to the law of the iterated logarithm: I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. …

Condición: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher | Keine Beschreibung verfügbar.

Vollständige Ausgabe im Original Verlagseinband (Steifumschlag / Broschur / Kartoneinband 8vo im Format 13,7 x 21 cm) mit Rücken- und Deckeltitel, Umschlaggestaltung: Kurt Weidemann. 260 Seiten, mit einigen Abbildungen. = Band 3 der Reihe: Schriften der Carl Friedrich von Siemens Stiftung, herausgegeben von Anton Peisl und Armin Mohler. - Aus dem Inhalt: Johannes Gross: Die Misere der öffentlichen Gefühle - Peter R.Hoffstätter: Gerade wir Deutschen . . . Probleme des deutschen Selbstbildes - Hellmut Diwald: Teils Zentrum, teils Vakuum. Deutschland im Mittelfeld Europas - Hans-Joachim Arndt: Die Befreiten als Besiegte. Deutsche Identität nach zwei Weltkriegen - Dieter Blumenwitz: Der Besiegte in einem "gerechten Krieg" - Robert Hepp: Das Neue Deutschland. Deutsche Identität im Wechsel der Generationen und Eliten -Wilfried Schlau: Die blockierte Mobilität. Zum sozialökonomischen Hintergrund der Katastrophe - Helmut Thielicke: Sich aus der Geschichte heraus wurden? Über den Zusammenhang von Geschichtslosigkeit und Identitätsverlust - Peter Lerche: Nachwort - Die Autoren - Register. - Politik und Zeitgeschichte, Deutschland nach dem Nationalsozialismus, deutsches Selbstbewusstsein, nationaler Minderwertigkeitskomplex, Schuldkult, deutsche Eliten, Nationalbewusstsein in der Bundesrepublik. - Erstausgabe in guter Erhaltung Versand an Institutionen auch gegen Rechnung Sprache: Deutsch Gewicht in Gramm: 2000. …

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm: I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen' s approach to t'he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential statistics. In the second chapter I make use of these connections and derive optimal properties of tests of power one and repeated significance tests for the simpiest model of sequential statistics, the Brownian motion with unknown drift. To both topics:there under1ies an asymptotic approach which is closely linked to large deviation theory: the stopping boundaries recede to infinity. This is a well-known approach in sequential stötistics which is extensively discussed in Siegmund's recent book Sequential Analysis'. This approach also leads to some new insights about the law of the iterated logarithm (LIL). Although the LIL has been studied for nearly seventy years the belief is still common that it applies only for large sampIe sizes which can never be obser ved in practice. 152 pp. Englisch.…

Condición: New. Print on Demand pp. 152 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam.

Condición: New. PRINT ON DEMAND pp. 152.

Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This volume is a collection of papers presented at a conference held in Shoresh Holiday Resort near Jerusalem, Israel, in December 2000 organized by the Israeli Ministry of Science, Culture and Sport. The theme of the conference was Foundation of Statistic. …

Taschenbuch. Condición: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This is a research report about my work on sequential statistic~ during 1980 - 1984. Two themes are treated which are closely related to each other and to the law of the iterated logarithm: I) curved boundary first passage distributions of Brownian motion, 11) optimal properties of sequential tests with parabolic and nearly parabolic boundaries. In the first chapter I discuss the tangent approximation for Brownianmotion as a global approximation device. This is an extension of Strassen' s approach to t'he law of the iterated logarithm which connects results of fluctuation theory of Brownian motion with classical methods of sequential statistics. In the second chapter I make use of these connections and derive optimal properties of tests of power one and repeated significance tests for the simpiest model of sequential statistics, the Brownian motion with unknown drift. To both topics:there under1ies an asymptotic approach which is closely linked to large deviation theory: the stopping boundaries recede to infinity. This is a well-known approach in sequential stötistics which is extensively discussed in Siegmund's recent book Sequential Analysis'. This approach also leads to some new insights about the law of the iterated logarithm (LIL). Although the LIL has been studied for nearly seventy years the belief is still common that it applies only for large sampIe sizes which can never be obser ved in practice.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 152 pp. Englisch.…