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Sequential analysis : hypothesis testing and changepoint detection / Alexander Tartakovsky, Igor Nikiforov and Michele Basseville.

By: Contributor(s): Material type: TextTextSeries: Monographs on statistics and applied probability ; 136.Publication details: Boca Raton : CRC Press, c2015.Description: xxiii, 579 p. : illustrations ; 27 cmISBN:
  • 9781439838204 (hardcover : alk. paper)
Subject(s): DDC classification:
  • 000SA.17 23 T193
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-- Bibliography-- Index.
Summary: 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.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 000SA.17 T193 (Browse shelf(Opens below)) Available 136195
Total holds: 0

Includes bibliographical references (pages 547-574) and index.

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--
Bibliography--
Index.

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.

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