Sequential Analysis - Alexander Tartakovsky

. .

Résumé :
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...

Sommaire:

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.