Herbert!Robbins and sequential analysis

• 成果类型: Editorial Material
• 署名作者: Siegmund, D
• 署名单位: Stanford University
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1051027870
• 发表日期: 2003
• 页码: 349-365
• 关键词: expected sample-size; boundary crossing probabilities; repeated significance tests; confidence-intervals; tail probabilities; ASYMPTOTIC THEORY; Secretary problem; stopping rules; renewal theory; approximations

摘要

This paper reviews Herbert Robbins' research in sequential analysis (excluding stochastic approximation) from 1952 until roughly 1980. Its relation to the research of his contemporaries and its impact on subsequent research are described.