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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Table of Contents:
- 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