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Sequential Analysis - Hypothesis Testing and Changepoint Detection (Hardcover, New)
Loot Price: R4,840
Discovery Miles 48 400
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Sequential Analysis - Hypothesis Testing and Changepoint Detection (Hardcover, New)
Series: Chapman & Hall/CRC Monographs on Statistics and Applied Probability
Expected to ship within 12 - 17 working days
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Total price: R4,860
Discovery Miles: 48 600
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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.
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