MATH 6470 - Sequential Statistical Inference

Credits: 3

Sequential parametric estimation; stopping rules and stopping variables; lower-bound for variance of an estimate; Wald’s equation; Wald’s sequential probability ratio test and its properties. Fundamental Identity of Sequential Analysis; fixed-width confidence estimation; special sequential tests of composite hypotheses. Prerequisite: MATH 6420, or both MATH 6410 and MATH 5420.

Repeatable:
No