Sequential analysis hypothesis testing and changepoint detection
The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision probl...
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| Main Authors: | , , |
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| Format: | Book |
| Language: | English |
| Published: |
Boca Raton, FL
CRC Press is an imprint of Taylor & Francis Group, an informa business
[2015]
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| Series: | Monographs on statistics and applied probability (Series)
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| Subjects: | |
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| 020 | |a 9781439838204 (hardcover : alk. paper) | ||
| 020 | |a 1439838208 (hardcover : alk. paper) | ||
| 039 | 9 | |a 202211041154 |b VLOAD |c 201701051717 |d faezah |c 201610271520 |d hasri |y 201610271519 |z hasri | |
| 040 | |a UPNM |b eng |c UPNM |e rda | ||
| 090 | |a QA 279.7 |b .T37 2015 | ||
| 100 | 1 | |a Tartakovsky, Alexander |e author | |
| 245 | 1 | 0 | |a Sequential analysis |b hypothesis testing and changepoint detection |c Alexander Tartakovsky, Igor Nikiforov, Michèle Basseville |
| 264 | 1 | |a Boca Raton, FL |b CRC Press is an imprint of Taylor & Francis Group, an informa business |c [2015] | |
| 264 | 4 | |c © 2015 | |
| 300 | |a xxiii, 579 pages |b illustrations |c 27 cm. | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a unmediated |2 rdamedia | ||
| 338 | |a volume |2 rdacarrier | ||
| 490 | 1 | |a Monographs on statistics and applied probability |v 136 | |
| 504 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a 1. Motivation for the sequential approach and selected applications -- 2. Background on probability and statistics -- 3. Sequential hypothesis testing : two simple hypotheses -- 4. Sequential hypothesis testing : multiple simple hypotheses -- 5. Sequential hypothesis testing : composite hypotheses -- 6. Statistical models with changes : problem formulations and optimality criteria -- 7. Sequential changepoint detection : Bayesian approach -- 8. Sequential change detection : non-Bayesian approaches -- 9. Multichart changepoint detection procedures for composite hypotheses and multipopulation models -- 10. Sequential change detection and isolation -- 11. Selected applications | |
| 520 | |a The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results | ||
| 592 | |a 32588 |b 05/12/2016 |c RM 379.91 |h Bookline | ||
| 650 | 0 | |a Sequential analysis | |
| 650 | 0 | |a Mathematical statistics | |
| 700 | 1 | |a Nikiforov, I. V. |q (Igorʹ Vladimirovich) |e author | |
| 700 | 1 | |a Basseville, M. |q (Michèle) |d 1952- |e author | |
| 830 | 0 | |a Monographs on statistics and applied probability (Series) | |
| 999 | |a vtls000057320 |c 101724 |d 101724 | ||