Sequential Change Detection and Hypothesis Testing

$93.99

Taxes may apply at checkout.

Sequential Change Detection and Hypothesis Testing

General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules

Probability and statistics Technology, Engineering, Agriculture, Industrial processes

Author: Alexander Tartakovsky

Dinosaur mascot

Collection: Chapman & Hall/CRC Monographs on Statistics and Applied Probability

Language: English

Published by: Chapman and Hall/CRC

Published on: 11th December 2019

Format: LCP-protected ePub

Size: 6 Mb

ISBN: 9780429531712


Statistical Methods for Sequential Hypothesis Testing and Changepoint Detection

Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc.

This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades.

The methods are illustrated through real data examples, and software is referenced where possible.

The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.

Show moreShow less