Lecturer

Associate Professor B.M. de Silva, RMIT, Semester 1.

Syllabus

Wald's sequential probability ratio test; average sample number; sequential tests for composite hypotheses; sequential point and interval estimation; Stein's two-stage procedure; asymptotic theory for sequential estimation; multi-stage sequential procedures; sequential bootstrapping. S-plus statistical computing package will be used.

Prerequisites

Basic concepts of random variables and probability distributions; fundamentals of estimation, confidence intervals and hypotheses testing.

Generic skills

 

References

References

• Govindarajulu, Z. (1987) The Sequential Statistical Analysis, American Sciences Press.
• Siegmund, D. (1985) Sequential Analysis, Springer-Verlag.
• Mukhopadhyay, N. and Solanky, T.K.S. (1994) Multistage Selection and Ranking Procedures, Marcel Dekker.
• Wetherill, G.B. (1986) Sequential Methods in Statistics, Chapman and Hall.
• Wald, A. (1974) Sequential Analysis, Dover.

Last updated: 30 October 2002.