Sequential Change Detection and Hypothesis Testing

Sequential Change Detection and Hypothesis Testing
Author :
Publisher : CRC Press
Total Pages : 321
Release :
ISBN-10 : 9781498757591
ISBN-13 : 1498757596
Rating : 4/5 (91 Downloads)

Book Synopsis Sequential Change Detection and Hypothesis Testing by : Alexander Tartakovsky

Download or read book Sequential Change Detection and Hypothesis Testing written by Alexander Tartakovsky and published by CRC Press. This book was released on 2019-12-11 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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