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Dec 02, 2024
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2019-2020 Graduate Course Catalog [ARCHIVED CATALOG]
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MAT 754 - Sequential AnalysisCollege 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
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