Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman & Hall/CRC Monographs on Statistics and Applied Probability) - Image 1

Price loading...

CRC Press Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Name: Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
Brand: CRC Press

97731

Engineering & Technology

Price History & Forecast

No Price Data Available

Price history will appear here once data is collected from Amazon.

Price Distribution

No price data available for histogram

Description

Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. 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 problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, 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 explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.

Product Specifications

Brand: CRC Press
Model: 97731
Format: hardcover
ASIN: 1439838208
Category: Books > Subjects > Science, Nature & Maths > Engineering & Technology
Domain: Amazon UK
Release Date: 27 August 2014
Listed Since: 27 May 2011

Barcode

No barcode data available

CRC Press Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Price History & Forecast

No Price Data Available

Price Distribution

Description

Product Specifications

Barcode

Similar Products You Might Like

Sequential Analysis: Hypothesis Testing and Changepoint Detection

Sequential Change Detection and Hypothesis Testing: General Non-i.i.d. Stochastic Models and Asymptotically Optimal Rules (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Sequential Methods and Their Applications

Change Point Analysis: Theory and Application

Change-Point Analysis in Nonstationary Stochastic Models

Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press Applied Sequential Methodologies - Data Analysis Book

Group Sequential Methods with Applications to Clinical Trials (Chapman & Hall/CRC Biostatistics Series)

Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)

Change Point Analysis for Time Series (Springer Series in Statistics)

Handbook of Discrete-Valued Time Series: Handbooks of Modern Statistical Methods (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Analysis of Time Series Structure: SSA and Related Techniques (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Sequential Methods and Their Applications

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Statistics in the Health Sciences: Theory, Applications, and Computing

Theory of Statistical Inference (Chapman & Hall/CRC Texts in Statistical Science)

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Multiple Stopping Problems: Unilateral and Multilateral Approaches

A Contingency Table Approach to Nonparametric Testing

CRC Press Longitudinal Data Analysis - Statistical Methods Book

Theory of Statistical Inference (Chapman & Hall/CRC Texts in Statistical Science)

Group Sequential and Adaptive Methods for Clinical Trials (Chapman & Hall/CRC Biostatistics Series)

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

ROC Curves for Continuous Data (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)