Sequential analysis hypothesis testing and changepoint detection
1. Motivation for the sequential approach and selected applications2. 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....
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| Weitere Verfasser: | , |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
Boca Raton, Fla. u.a.
CRC Press
c 2015 erschienen 2014
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| Schriftenreihe: | Monographs on statistics and applied probability
136 |
| Schlagworte: | |
| Online Zugang: | Inhaltstext |
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Tag hinzufügen | Zusammenfassung: | 1. Motivation for the sequential approach and selected applications2. 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. Includes bibliographical references (pp. 547-574) and index |
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| Beschreibung: | XXIII, 579 S graph. Darst |
| ISBN: | 9781439838204 978-1-4398-3820-4 |