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Sequential Analysis

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Time Series and Statistics

Part of the book series: The New Palgrave ((NPA))

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Abstract

Statistical experiments are of either fixed sample or sequential design. A fixed sample size experiment is one in which the sample size taken for experimentation is predetermined, while a sequential experiment involves monitoring incoming data to help determine an appropriate time to stop experimentation.

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Bibliography

  • Berger, J. 1985. Statistical Decision Theory and Bayesian Analysis. New York: Springer-Verlag.

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  • Berger, J. and Wolpert, R. 1984. The Likelihood Principle. Institute of Mathematical Statistics Monograph Series, Hayward, California.

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  • DeGroot, M.H. 1970. Optimal Statistical Decisions. New York: McGraw-Hill.

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  • Ghosh, B.K. 1970. Sequential Tests of Statistical Hypotheses. Reading, Mass.: Addison-Wesley.

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  • Govindarajulu, Z. 1981. The Sequential Statistical Analysis of Hypothesis Testing, Point and Interval Estimation, and Decision Theory. Columbus: American Science Press.

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  • Siegmund, D. 1985. Sequential Analysis: Tests and Confidence Intervals. New York: Springer-Verlag.

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  • Wald, A. 1947. Sequential Analysis. New York: Wiley.

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Authors

Editor information

John Eatwell Murray Milgate Peter Newman

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© 1990 Palgrave Macmillan, a division of Macmillan Publishers Limited

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Berger, J.O. (1990). Sequential Analysis. In: Eatwell, J., Milgate, M., Newman, P. (eds) Time Series and Statistics. The New Palgrave. Palgrave Macmillan, London. https://doi.org/10.1007/978-1-349-20865-4_33

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  • DOI: https://doi.org/10.1007/978-1-349-20865-4_33

  • Publisher Name: Palgrave Macmillan, London

  • Print ISBN: 978-0-333-49551-3

  • Online ISBN: 978-1-349-20865-4

  • eBook Packages: Palgrave History CollectionHistory (R0)

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