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Sequential change detection and hypo...
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Tartakovsky, Alexander,
Sequential change detection and hypothesis testing :general non-i.i.d. stochastic models and asymptotically optimal rules /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Sequential change detection and hypothesis testing :Alexander G. Tartakovsky.
其他題名:
general non-i.i.d. stochastic models and asymptotically optimal rules /
作者:
Tartakovsky, Alexander,
出版者:
Boca Raton, FL :CRC Press, Taylor & Francis Groupc2020.
面頁冊數:
xix, 299 p. :ill. ;27 cm.
附註:
First issued in paperback 2021.
標題:
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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