Sequential Change Detection and Hypothesis Testing

Sequential Change Detection and Hypothesis Testing

by Alexander Tartakovsky
Epub (Kobo), Epub (Adobe)
Publication Date: 31/12/2019

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Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.

ISBN:
9780429531712
9780429531712
Category:
Probability & statistics
Format:
Epub (Kobo), Epub (Adobe)
Publication Date:
31-12-2019
Language:
English
Publisher:
CRC Press

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