Sequential Analysis - Hypothesis Testing and Changepoint Detection

This book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic

List of contents

Motivations for the sequential approach. Background on probability and statistics. Sequential Hypothesis Testing: Sequential hypothesis testing-Two simple hypotheses. Sequential hypothesis testing-Multiple simple hypotheses. Sequential hypothesis testing-Composite hypotheses. Change-Point Detection: Statistical models with changes-Problem formulations and optimality criteria. Sequential change-point detection-Bayesian approach. Sequential change-point detection-Non-Bayesian approaches. Multichart change-point detection procedures for composite hypotheses and multipopulation models. Sequential change-point detection and isolation. Applications: Selected applications.

About the author

Alexander Tartakovsky, Igor Nikiforov, Michele Basseville

Summary

This book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic

Product details

• Authors: Michele Basseville, Basseville Michele, Igor Nikiforov, Nikiforov Igor, Alexander Tartakovsky, Alexander (University of Connecticut Tartakovsky, Alexander Nikiforov Tartakovsky, Tartakovsky Alexander
• Publisher: Taylor & Francis Ltd.
• Languages: English
• Product format: Paperback / Softback
• Released: 18.12.2020
• EAN: 9780367740047
• ISBN: 978-0-367-74004-7
• No. of pages: 603
• Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; MATHEMATICS / Probability & Statistics / General, MATHEMATICS / Probability & Statistics / Bayesian Analysis, environmental science, engineering & technology, Probability & statistics, Probability and statistics, Environmental science, engineering and technology