Sequential Analysis: Hypothesis Testing and Changepoint Detection

ISBN-13: 9780367740047 / Angielski / Miękka / 2020 / 603 str.

Alexander Tartakovsky; Igor Nikiforov; Michele Basseville

Opis

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

Spis treści

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.

O autorze

Alexander Tartakovsky, Igor Nikiforov, Michele Basseville