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Download Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman  Hall/CRC Monographs on Statistics and Applied Probability) djvu

Download Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman Hall/CRC Monographs on Statistics and Applied Probability) djvu

by Igor Nikiforov,Michele Basseville,Alexander Tartakovsky

Author: Igor Nikiforov,Michele Basseville,Alexander Tartakovsky
Subcategory: Mathematics
Language: English
Publisher: Chapman and Hall/CRC; 1 edition (August 27, 2014)
Pages: 603 pages
Category: Math and Science
Rating: 4.3
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This book provides a timely consolidation of mathematics and applications relating to hypothesis testing and changepoint detection within sequential analysis. Publication Date: August 27, 2014.

This book provides a timely consolidation of mathematics and applications relating to hypothesis testing and changepoint detection within sequential analysis. Make no mistake, this book is not suitable for those who have limited understanding of mathematical concepts. The authors have not shied away from including all the mathematical constructs from background knowledge to proofs of complex results.

Igor Nikiforov, and Michèle Basseville (2015). Alexander Tartakovsky is thankful to various . 7/2/14 10:58 AM. Monographs on Statistics and Applied Probability 136. Sequential Analysis Hypothesis Testing and Changepoint Detection. agencies (Department of Defense, Department of Energy, National Science Foundation) for supporting his work under multiple contracts. 1 Alexander Tartakovsky wants to thank his wife, Marina Blanco, for her patience, help, and inspiration.

Publisher: Chapman & Hall/CRC, Taylor and Francis Group. Cite this publication. Alexander G. Tartakovsky.

Sequential Analysis book. Start by marking Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) as Want to Read: Want to Read saving. Start by marking Sequential Analysis: Hypothesis Testing and Changepoint Detection (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) as Want to Read: Want to Read savin. ant to Read.

ByAlexander Tartakovsky, Igor Nikiforov, Michele Basseville. Tartakovsky, . Nikiforov, . Basseville, M. (2015). Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. Motivation for the Sequential Approach and Selected Applications.

Tartakovsky, . Basseville, . Sequential Analysis: Hypothesis Testing and . Chapman & Hall/CRC Monographs on Statistics & Applied Probability. Sequential Analysis: Hypothesis Testing and Changepoint Detection. Taylor & Francis, New York (2014)zbMATHGoogle Scholar. 7. Bakhache, . Reliable detection of faults in measurement systems.

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Chapman & Hall/CRC Monographs on Statistics & Applied Probability, volume 136, Taylor and Francis . M. Basseville, A. Benveniste, G. Moustakides, The local method applied to the robust detection of changes in the poles of a pole-zero system.

Chapman & Hall/CRC Monographs on Statistics & Applied Probability, volume 136, Taylor and Francis Group. Nikiforov, Detection of Abrupt Changes - Theory and Application. Prentice-Hall, In. Apr. 1993. Out of print, downloadable. Citations in 2017 here. In Detection of Abrupt Changes in Signals and Dynamical Systems, Lecture Notes in Control and Information Sciences, LNCIS-77, M. Benveniste (Eds), p. 59-274, Springer-Verlag, Berlin, DE, 1985.

Monographs on statistics and applied probability; 136). 3 Sequential Hypothesis Testing: Two Simple Hypotheses . 465 . Motivation for Applying Multichart Detection Procedures. 121 . Sequential Probability Ratio Test. Multichart CUSUM and Shiryaev-Roberts Procedures. 466 . Quickest Detection of Unstructured Changes in Multiple.

oceedings{ialA, title {Sequential Analysis . Igor Nikiforov, Michèle Basseville.

oceedings{ialA, title {Sequential Analysis : Hypothesis Testing and Changepoint Detection Report}, author {Igor Nikiforov and Mich{& Basseville}, year {2014} }.

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. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results.

Written by leading authorities in the field, 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 explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.