Fundraising September 15, 2024 – October 1, 2024 About fundraising

Dynamics of Statistical Experiments

Dynamics of Statistical Experiments

Dmitri Koroliouk
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
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 speci?ed 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.
Categories:
Year:
2020
Publisher:
ISTE
Language:
english
Pages:
224
ISBN 10:
1786305984
ISBN 13:
9781786305985
File:
PDF, 14.98 MB
IPFS:
CID , CID Blake2b
english, 2020
Read Online
Conversion to is in progress
Conversion to is failed

Most frequently terms