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Sequential analysis : hypothesis testing and changepoint detection /

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Bibliographic Details
Main Authors: Tartakovsky, Alexander (Author), Nikiforov, I. V. (Igor Vladimirovich) (Author), Basseville, M. (Michele), 1952- (Author)
Corporate Author: Taylor & Francis
Format: eBook
Language:English
Published: Boca Raton : CRC Press, [2015]
Series:Monographs on statistics and applied probability (Series) ; 136.
Subjects:
Sequential analysis.
Mathematical statistics.
Electronic books.
Online Access:Connect to the full text of this electronic book
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.