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Sequential Analysis - Alexander Tartakovsky - Bog

- Hypothesis Testing and Changepoint Detection

Bag om Sequential Analysis

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 (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They treat conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9781439838204
  • Indbinding:
  • Hardback
  • Sideantal:
  • 604
  • Udgivet:
  • 27. august 2014
  • Størrelse:
  • 252x179x39 mm.
  • Vægt:
  • 1276 g.
  • 8-11 hverdage.
  • 2. december 2024
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  • BLACK NOVEMBER

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Prøv i 30 dage for 45 kr.
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Beskrivelse af Sequential Analysis

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 (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They treat conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models.

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