MAT 754

Sequential Analysis

Syracuse University · UGRD · Fall 2026

1 section
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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.

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Class #syracuse-MAT754Fall 2026UGRD3 credits
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