Sequential Analysis: Hypothesis Testing and Changepoint Detection

✍ Scribed by Alexander Tartakovsky; I V Nikiforov; M Basseville

Publisher: Taylor & Francis, CRC Press
Year: 2014
Tongue: English
Leaves: 600
Series: Chapman & Hall/CRC Monographs on Statistics & Applied Probability
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Content: 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

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