Sequential estimation

Sequential estimation

In statistics, sequential estimation refers to estimation methods in sequential analysis where the sample size is not fixed in advance. Instead, data is evaluated as it is collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results are observed.

See also

* Sequential Probability Ratio Test

References

* Thomas S. Ferguson, "Mathematical statistics: A decision theoretic approach." Probability and Mathematical Statistics, Vol. 1, xi+396 pp., Academic Press, New York-London 1967
* Cite book
authorlink = Abraham Wald
first = Abraham
last = Wald
title = Sequential Analysis
year = 1947
publisher = John Wiley and Sons
location = New York
isbn = 0471918067
quote = See Dover reprint: ISBN 0486439127


Wikimedia Foundation. 2010.

Игры ⚽ Нужно сделать НИР?

Look at other dictionaries:

  • sequential estimation — ▪ statistics       in statistics, a method of estimating a parameter by analyzing a sample (sampling) just large enough to ensure a previously chosen degree of precision. The fundamental technique is to take a sequence of samples, the outcome of… …   Universalium

  • Sequential analysis — In statistics, sequential analysis or sequential hypothesis testing is statistical analysis where the sample size is not fixed in advance. Instead data is evaluated as it is collected, and further sampling is stopped in accordance with a pre… …   Wikipedia

  • estimation — /es teuh may sheuhn/, n. 1. judgment or opinion: In my estimation the boy is guilty. 2. esteem; respect. 3. approximate calculation; estimate: to make an estimation of one s expenditures. [1325 75; ME estimacioun < MF < L aestimation (s. of… …   Universalium

  • Sequential probability ratio test — The sequential probability ratio test (SPRT) is a specific sequential hypothesis test, developed by Abraham Wald. [cite journal first=Abraham last=Wald title=Sequential Tests of Statistical Hypotheses journal=Annals of Mathematical Statistics… …   Wikipedia

  • Recursive Bayesian estimation — is a general probabilistic approach for estimating an unknown probability density function recursively over time using incoming measurements and a mathematical process model. Model The true state x is assumed to be an unobserved Markov process,… …   Wikipedia

  • List of statistics topics — Please add any Wikipedia articles related to statistics that are not already on this list.The Related changes link in the margin of this page (below search) leads to a list of the most recent changes to the articles listed below. To see the most… …   Wikipedia

  • Kalman filter — Roles of the variables in the Kalman filter. (Larger image here) In statistics, the Kalman filter is a mathematical method named after Rudolf E. Kálmán. Its purpose is to use measurements observed over time, containing noise (random variations)… …   Wikipedia

  • List of mathematics articles (S) — NOTOC S S duality S matrix S plane S transform S unit S.O.S. Mathematics SA subgroup Saccheri quadrilateral Sacks spiral Sacred geometry Saddle node bifurcation Saddle point Saddle surface Sadleirian Professor of Pure Mathematics Safe prime Safe… …   Wikipedia

  • Bayes estimator — In decision theory and estimation theory, a Bayes estimator is an estimator or decision rule that maximizes the posterior expected value of a utility function or minimizes the posterior expected value of a loss function (also called posterior… …   Wikipedia

  • Stanisław Trybuła — Stanisław Czesław Trybuła (2 January, 1932 in Rafałówka, Poland ndash; 28 January, 2008 in Wrocław, Poland) was a Polish mathematician and statistician.He was a pupil of state high school in Rypin, Poland, and he graduated from The First High… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”