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Dynamics of statistical experiments

Koroliouk, Dmitri.

Dynamics of statistical experiments

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Dynamics of statistical experiments/ Dmitri Koroliouk.
Author:	Koroliouk, Dmitri.
Published:	London :ISTE ; : 2020.,
Description:	1 online resource (229 p.)
Subject:	Mathematical statistics. -
Online resource:	https://onlinelibrary.wiley.com/doi/book/10.1002/9781119720461
ISBN:	9781119720461

Dynamics of statistical experiments
Koroliouk, Dmitri.

Dynamics of statistical experiments[electronic resource] /Dmitri Koroliouk. - 1st ed. - London :ISTE ;2020. - 1 online resource (229 p.)

Includes bibliographical references and index.

This book is devoted to the system analysis of statistical experiments, determined by the averaged sums of sampling random variables. The dynamics of statistical experiments are given by difference stochastic equations with a specied regression function of increments - linear or nonlinear. The statistical experiments are studied by the sample volume increasing (N ''), as well as in discrete-continuous time by the number of stages increasing (k '') for different conditions imposed on the regression function of increments. The proofs of limit theorems employ modern methods for the operator and martingale characterization of Markov processes, including singular perturbation methods. Furthermore, they justify the representation of a stationary Gaussian statistical experiment with the Markov property, as a stochastic difference equation solution, applying the theorem of normal correlation. The statistical hypotheses verification problem is formulated in the classification of evolutionary processes, which determine the dynamics of the predictable component. The method of stochastic approximation is used for classifying statistical experiments.

ISBN: 9781119720461Subjects--Topical Terms:

527941
Mathematical statistics.

LC Class. No.: QA276

Dewey Class. No.: 519.5

Dynamics of statistical experiments
LDR:01996cam a2200253 a 4500 001 1042448
003 OCoLC
005 20200612064427.1
006 m o d
007 cr cnu---unuuu
008 211216s2020 enk ob 001 0 eng d
020 $a 9781119720461 $q (electronic bk. ; $q oBook)
020 $z 9781786305985
035 $a 1151198504
040 $a EBLCP $b eng $c EBLCP $d DG1 $d EBLCP $d UKAHL $d RECBK $d OCLCF
050 4 $a QA276
082 0 4 $a 519.5 $2 23
100 1 $a Koroliouk, Dmitri. $3 1342784
245 1 0 $a Dynamics of statistical experiments $h [electronic resource] / $c Dmitri Koroliouk.
250 $a 1st ed.
260 $a London : $a Hoboken, NJ : $b ISTE ; $c 2020. $b John Wiley & Sons,
300 $a 1 online resource (229 p.)
504 $a Includes bibliographical references and index.
520 $a This book is devoted to the system analysis of statistical experiments, determined by the averaged sums of sampling random variables. The dynamics of statistical experiments are given by difference stochastic equations with a specied regression function of increments - linear or nonlinear. The statistical experiments are studied by the sample volume increasing (N ''), as well as in discrete-continuous time by the number of stages increasing (k '') for different conditions imposed on the regression function of increments. The proofs of limit theorems employ modern methods for the operator and martingale characterization of Markov processes, including singular perturbation methods. Furthermore, they justify the representation of a stationary Gaussian statistical experiment with the Markov property, as a stochastic difference equation solution, applying the theorem of normal correlation. The statistical hypotheses verification problem is formulated in the classification of evolutionary processes, which determine the dynamics of the predictable component. The method of stochastic approximation is used for classifying statistical experiments.
588 $a Description based on print version record.
650 0 $a Mathematical statistics. $3 527941
856 4 0 $u https://onlinelibrary.wiley.com/doi/book/10.1002/9781119720461

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