TY  - BOOK
AU  - Tartakovsky,Alexander
AU  - Nikiforov,Igor V.
AU  - Basseville,Michele
TI  - Sequential analysis: hypothesis testing and changepoint detection 
T2  - Monographs on statistics and applied probability
SN  - 9781439838204 (hardcover : alk. paper)
U1  - 000SA.17 23
PY  - 2015///
CY  - Boca Raton : 
PB  - CRC Press, 
KW  - Sequential analysis
KW  - Mathematical statistics
N1  - 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
N2  - 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.
ER  -