Sequential Analysis by Abraham Wald (PDF)

Description

In 1943, while in charge of Columbia University’s Statistical Research Group, Abraham Wald devised Sequential Design, an innovative statistical inference system. Because the decision to terminate an experiment is not predetermined, sequential analysis can arrive at a decision much sooner and with substantially fewer observations than equally reliable test procedures based on a predetermined number of observations. The system’s immense value was immediately recognized, and its use was restricted to wartime research and procedures. In 1945, it was released to the public and has since revolutionized many aspects of statistical practice.This book is Professor Wald’s own description of the system. Part I contains a discussion of the general theory of the sequential probability ratio test, with comparisons to traditional statistical inference systems. Part II discusses applications that illustrate the general theory and raise points of theoretical interest specific to these applications. Part III outlines a possible approach to the problem of sequential multi-valued decisions and estimation. All three sections can be understood by readers with only a background in college algebra and a first course in calculus. Mathematical derivations of somewhat intricate nature appear in the appendix.Sequential Analysis offers statistical researchers a time- and money-saving approach, introduces students to one of the major systems in contemporary use, and presents those already acquainted with the system with valuable background information.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐a great classic book

⭐A read this book a long time ago, it was a pleasure to buy it in a Kindel edition. Regarding the content, it is very infpramtive and intuitive.

⭐The classic book for under $15 with shipping. What more could you want?

⭐Although it’s not quite a mainstream topic in probability or statistics, this book is a classic in the field of sequential testing – hypothesis testing, where hypotheses may be accepted/rejected between different trials, instead of only after all tests are complete. Abraham Wald single-handedly lay the foundation for optimal solutions to this problem, based on his Sequential Probability Ratio Tests (SPRT). In short, this work is to sequential hypothesis testing what Neyman and Pearson’s work is to non-adaptive hypothesis testing.Pros:+ Important work in this (narrow) field of study+ Very cheap, given the amount of content+ Generally well-written and easy to followCons:- Hard to obtain, and the delivery time (for me) was very long

⭐Great! I can even recommend it just because of chapter 1—one of the best introductions to hypothesis testing theory I’ve seen.

⭐great in one wordbuy it if wanna learn sequential analysis

⭐A classic reference in sequential analysis.

⭐Excellent book

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