Bøger af Tze Leung Lai

This book examines sequential experimentation, including group sequential and adaptive designs of Phase II and III clinical trials. It includes recent work that provides a new class of adaptive designs which are both flexible and efficient.

This volume covers recent developments in self-normalized processes, including self-normalized large and moderate deviations, and laws of the iterated logarithms for self-normalized martingales.

The authors here present statistical methods and models of importance to quantitative finance and links finance theory to market practice via statistical modeling and decision making. They provide basic statistical background as well as in-depth applications.