Share
sequential analysis (in English)
Alexander Tartakovsky
(Author)
·
Igor Nikiforov
(Author)
·
Michele Basseville
(Author)
·
CRC Press
· Hardcover
sequential analysis (in English) - Tartakovsky, Alexander ; Nikiforov, Igor ; Basseville, Michele
$ 189.47
$ 200.00
You save: $ 10.53
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
It will be shipped from our warehouse between
Monday, June 03 and
Tuesday, June 04.
You will receive it anywhere in United States between 1 and 3 business days after shipment.
Synopsis "sequential analysis (in English)"
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.
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
- 0% (0)
All books in our catalog are Original.
The book is written in English.
The binding of this edition is Hardcover.
✓ Producto agregado correctamente al carro, Ir a Pagar.