2018-2019 Graduate Course Catalog 
    
    Mar 28, 2024  
2018-2019 Graduate Course Catalog [ARCHIVED CATALOG]

MAT 754 - Sequential Analysis

College of Arts and Sciences
3 credit(s) Irregularly
General sequential decision problems, sequential probability ratio test, sequential test among three hypotheses, sequential estimation, optimal stopping, Wald’s identity. Generalized SPRT’s, Cox’s theorem, sequential regression, functional equations, dynamic programming, sequential choice of experiments.
PREREQ: MAT 525  OR GRADUATE STANDING IN MATHEMATICAL SCIENCES