Statistical Inference and Related Topics

Proceedings of the Summer Research Institute on Statistical Inference for Stochastic Processes, Bloomington, Indiana, July 31 – August 9, 1975

Madan Lal Puri

• Publisher: Academic Press
• Year: 2014
• ISBN:
  9781483257600
• Topic: Mathematics
• Subtopic: Applied Mathematics
• Index: Mathematics

Statistical Inference and Related Topics, Volume 2 presents the proceedings of the Summer Research Institute on Statistical Inference for Stochastic Processes, held in Bloomingdale, Indiana on July 31 to August 9, 1975. This book focuses on the theory of statistical inference for stochastic processes. Organized into 15 chapters, this volume begins with an overview of the case of continuous distributions with one real parameter. This text then reviews some results for multidimensional empirical processes and Brownian sheets when they are indexed by families of sets. Other chapters consider a class of cubic spline estimators of probability density functions over a finite interval. This book discusses as well the method to construct nonelimination type sequential procedures to select a subset containing all the superior populations. The final chapter deals with Markov sequences, which are among the most interesting available for study with a rich theory and varied applications. This book is a valuable resource for graduate students and research workers.

Table of contents

• Front Cover
• Statistical Inference and Related Topics
• Copyright Page
• Table of Contents
• Dedication
• Contributors
• Preface
• Contents of Volume 1
• Chapter 1. On Asymptotically Complete Classes
• Chapter 2. Multidimensional Empirical Processes: Some Comments
• Chapter 3. Monte Carlo of Two-Dimensional Brownian Sheets
• Chapter 4. Asymptotic Results on a Spline Estimate of a Probability Density
• Chapter 5. A Bernstein Polynomial Approach to Density Function Estimation
• Chapter 6. On Some Parametric and Non parametric Sequential Subset Selection Procedures
• Chapter 7. Rank Statistics, Martingales and Limit Theorems
• Chapter 8. Optimal Stopping Rules for Cnln and Sn In
• Chapter 9. A Survey of the Sn/n Problem
• Chapter 10. Some Non-Standard Problems of Inference in Stochastic Processes
• Chapter 11. Asymptotic Properties of Maximum Probability Estimates in the lID Case
• Chapter 12. A Stochastic Process Under the Influence of Another Arising in the Theory of Epidemics
• Chapter 13. Inference in a Distribution Related to a 2 x 2 Markov Chain
• Chapter 14. Statistical Inference for Some Special Families of Stochastic Processes
• Chapter 15. Record Values in Markov Sequences