ORIE 6720 - [Sequential Methods in Statistics]

Spring. 3 credits. S–U grades only.

Next offered 2012–2013.

Staff.

Covers classical sequential hypothesis tests, Wald’s SPRT, stopping rules, Kiefer-Weiss test, optimality, group sequential methods, estimation, repeated confidence intervals, stochastic curtailment, adaptive designs, and Bayesian and decision theoretic approaches.