Alexander Tartakovsky, Igor Nikiforov, Michele Basseville

Sequential Analysis (eBook, ePUB)

Hypothesis Testing and Changepoint Detection

• Format: ePub

Produktbeschreibung

Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detecti

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Erscheinungstermin: 27. August 2014
• Englisch
• ISBN-13: 9781040067291
• Artikelnr.: 72518877

Autorenporträt

Alexander Tartakovsky, Igor Nikiforov, Michele Basseville

Inhaltsangabe

Motivations for the sequential approach. Background on probability and statistics. Sequential Hypothesis Testing: Sequential hypothesis testing
Two simple hypotheses. Sequential hypothesis testing
Multiple simple hypotheses. Sequential hypothesis testing
Composite hypotheses. Change
Point Detection: Statistical models with changes
Problem formulations and optimality criteria. Sequential change
point detection
Bayesian approach. Sequential change
point detection
Non
Bayesian approaches. Multichart change
point detection procedures for composite hypotheses and multipopulation models. Sequential change
point detection and isolation. Applications: Selected applications.