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Sequential change detection and hypo...

Tartakovsky, Alexander,

Sequential change detection and hypothesis testing :general non-i.i.d. stochastic models and asymptotically optimal rules /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Sequential change detection and hypothesis testing :Alexander G. Tartakovsky.
Reminder of title:	general non-i.i.d. stochastic models and asymptotically optimal rules /
Author:	Tartakovsky, Alexander,
Published:	Boca Raton, FL :CRC Press, Taylor & Francis Groupc2020.
Description:	xix, 299 p. :ill. ;27 cm.
Notes:	First issued in paperback 2021.
Subject:	Sequential analysis.
ISBN:	9781032084350 (pbk.) :

Sequential change detection and hypothesis testing :general non-i.i.d. stochastic models and asymptotically optimal rules /
Tartakovsky, Alexander,

Sequential change detection and hypothesis testing :general non-i.i.d. stochastic models and asymptotically optimal rules /Alexander G. Tartakovsky. - Boca Raton, FL :CRC Press, Taylor & Francis Groupc2020. - xix, 299 p. :ill. ;27 cm. - Monographs on statistics and applied probability ;165. - Monographs on statistics and applied probability (Series) ;119..

First issued in paperback 2021.

Includes bibliographical references and index.

Sequential hypothesis testing in multiple data streams -- Sequential detection of changes : changepoint models, performance metrics and optimality criteria -- Bayesian quickest change detection in a single population -- Nearly optimal point wise and minimax change detection in a single population -- Change detection rules optimal for the maximal detection probability criterion -- Quickest change detection in multiple streams -- Joint chang epoint detection and identification -- Applications.

"Statistical methods for sequential hypothesis testing and change point detection have applications across many fields. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades"--

ISBN: 9781032084350 (pbk.) :NT$1720

LCCN: 2019040283

Nat. Bib. No.: GBB9H4115bnb

Nat. Bib. Agency Control No.: 019583782UkSubjects--Topical Terms:

183036
Sequential analysis.

LC Class. No.: QA279.7 / .T372 2020

Dewey Class. No.: 519.5/4

Sequential change detection and hypothesis testing :general non-i.i.d. stochastic models and asymptotically optimal rules /
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100 1 $a Tartakovsky, Alexander, $e author. $3 913842
245 1 0 $a Sequential change detection and hypothesis testing : $b general non-i.i.d. stochastic models and asymptotically optimal rules / $c Alexander G. Tartakovsky.
260 $a Boca Raton, FL : $b CRC Press, Taylor & Francis Group $c c2020.
300 $a xix, 299 p. : $b ill. ; $c 27 cm.
490 1 $a Monographs on statistics and applied probability ; $v 165
500 $a First issued in paperback 2021.
504 $a Includes bibliographical references and index.
505 0 $a Sequential hypothesis testing in multiple data streams -- Sequential detection of changes : changepoint models, performance metrics and optimality criteria -- Bayesian quickest change detection in a single population -- Nearly optimal point wise and minimax change detection in a single population -- Change detection rules optimal for the maximal detection probability criterion -- Quickest change detection in multiple streams -- Joint chang epoint detection and identification -- Applications.
520 $a "Statistical methods for sequential hypothesis testing and change point detection have applications across many fields. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades"-- $c Provided by publisher.
650 0 $a Sequential analysis. $3 183036
650 0 $a Mathematical statistics. $3 181877
776 0 8 $i Online version: $a Tartakovsky, Alexander. $t Sequential change detection and hypothesis testing. $d Boca Raton : CRC Press, 2020 $z 9780429155017 $w (DLC) 2019040284
830 0 $a Monographs on statistics and applied probability (Series) ; $v 119. $3 649485