Academic Catalog

STAT610 SEQUENTIAL ANALYSIS

Course Code: 2460610
METU Credit (Theoretical-Laboratory hours/week): 3(3-0)
ECTS Credit: 8.0
Department: Statistics
Language of Instruction: English
Level of Study: Graduate
Course Coordinator:
Offered Semester: Fall Semesters.

Course Content

Sequential probability ratio test. Approximations for stopping boundaries. Power curve and expected stopping time. Wald s lemmas. Bayes character of SPRT. Composite hypothesis. Ranking and selection.