Showing papers by "Herman Chernoff published in 1987"

Sequential Analysis and Optimal Design

Abstract: Preliminaries on probability Generalities about the conventional theory of design of experiments Optimal sample size Preliminaries on regression Design for linear regression: Elfving's method Maximum-likelihood estimation Locally optimal designs for estimation More design in regression experiments Testing hypotheses Optimal sample size in testing Sequential probability-ratio test Optimality of sequential probability-ratio test Motivation for an approach to sequential design of experiments in testing hypotheses Asymptotic optimality of procedure A in sequential design Extensions and open questions in sequential design The problem of adjacent hypotheses Testing for the sign of a normal mean: no indifference zone Bandit problems Sequential estimation of a normal mean sequential estimation of the common mean of two normal populations.

A markov decision approach to nuclear materials safeguards

Abstract: Publisher Summary This chapter reviews the Markov decision approach to nuclear materials safeguard. One basic problem in safeguarding special nuclear materials is that of the early detection of diversion. In the case of nuclear safeguards, the use of the difference of successive inventories in estimating the materials balance introduces dependence among successive estimates. The diversion of nuclear material can be regarded as a loss of control in the process of successive estimates of material balance. In nuclear safeguards and in industrial quality control, it becomes important to detect lack of control promptly. In both cases, the neglect of this phenomenon would prove costly.