Sequential Analysis: A Survey
Sequential Analysis: A Survey
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序贯分析：调查
DOI：
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发表时间：
1961
期刊：
影响因子：
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通讯作者：
N. L. Johnson
中科院分区：
文献类型：
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作者：
N. L. Johnson
在短暂的相对平静之后，被称为“序贯分析”的复杂的统计技术再次开始吸引越来越多的人的兴趣。这些技术之所以令人感兴趣，不仅是因为它们提出的数学问题的类型(其中许多问题还没有以完全令人满意的方式解决)：所获得的结果使一些统计学家能够使用新的抽样和分析模式，从而大大节省了资金和时间；这些技术的存在拓宽了许多统计学家的视野，尽管他们从未有机会使用正式的顺序程序。自1945年以来，这些技术中的大部分都是在相对较短的15年内出版和使用的。因此，在《华尔街日报》的一篇文章的范围内，对这个主题进行相当详细的处理是可能的。对于大多数其他统计主题，有更长的历史，或更快和更复杂的发展，如果不产生更适合一本书的文本，相应的密集处理是不可能的。最好从一开始就明确“顺序”一词在本条中的含义。应理解为适用于任何统计程序，其中观察的最终模式(包括数量)不是先验确定的，而是以某种方式取决于在工作过程中观察到的值。这是一个包罗万象的定义，但大多数注意力将集中在顺序要素明显的那些技术上；特别是体现“停止规则”的技术，以便它们包括关于何时停止调查的指示。为了完备性起见，Box和Wilson(1951)关于函数最大值的一种可称为“序贯方法”的基本论文已经被
AFTER a short period of relative quiescence, the complex of statistical techniques known as "sequential analysis" has once again begun to attract a steadily increasing amount of interest. These techniques are not only interesting on account of the type of mathematical problems they pose (many of which are not yet solved in a completely satisfactory manner): the results obtained have enabled some statisticians to use new modes of sampling and analysis which can lead to important savings in money and time; and the existence of the techniques has broadened the outlook of many statisticians, even though they have never had occasion to use a formal sequential procedure. The bulk of these techniques have been published and used in the relatively short period of fifteen years, since 1945. A fairly detailed treatment of the subject is therefore possible within the compass of a Journal article. For most other statistical topics, there are longer histories, or more rapid and complicated development, and a correspondingly intensive treatment would not be possible without producing a text more appropriate to a book. It is as well to be clear, from the outset, as to the sense in which the term "sequential" will be understood in this article. It will be understood to apply to any statistical procedure in which the final pattern (including the number) of observations is not determined a priori but depends, in some way or other, on the values observed in the course of the work. This is a widely inclusive definition, but most attention will be concentrated on those techniques in which the sequential element is well in evidence; in particular, on techniques embodying a "stopping rule", so that they include directions on when to cease the investigation. For the sake of completeness a fundamental paper by Box and Wilson (1951) on what may be termed a "sequential approach" to the maximum of a function has been