Oct 18, 2024  
USC Catalogue 2022-2023 
    
USC Catalogue 2022-2023 [ARCHIVED CATALOGUE]

MATH 548 Sequential Analysis

Units: 3
Sequential decision procedures: sequential probability-ratio tests, operating characteristic, expected sample size, two-stage procedures, optimal stopping, martingales, Markov processes; applications to gambling, industrial inspection.
Prerequisite: MATH 407  or MATH 408 .
Instruction Mode: Lecture
Grading Option: Letter