Non-Parametric Statistical Diagnosis - Problems and Methods (Hardcover, 2000 ed.)

This volume gives a systematic account of different problems of statistical diagnostics, i.e. the detection of changes in probabilistic characteristics of random processes and fields. Methods of solving such problems are proposed, based upon a unified nonparametric approach. Two general formalisations of the problems of statistical diagnostics are considered. Firstly, the detection of changes in arbitrary probabilistic distributions of random processes and fields, glued' from different stationary pieces: in other words, the detection of moments or areas of such glueing'; and secondly, the detection of statistical contaminations' in data (realisations of random fields or processes), or abnormal' observations with deviating statistical characteristics. A general approach to solving such problems is proposed, which is based upon the principle of reduction to certain standard situations and which does not use a priori data about probabilistic distributions. Much attention is paid to applications in such diverse areas as biology (EECs) and economics. Audience: This book will be of interest to researchers in statistics and random processes, as well as advanced and postgraduate students in the same disciplines, and to specialists in control theory, systems analysis, biomedical engineering, and econometrics.

General

Imprint:	Springer
Country of origin:	Netherlands
Series:	Mathematics and Its Applications, 509
Release date:	2001
First published:	2000
Authors:	E. Brodsky • B.S. Darkhovsky
Dimensions:	234 x 156 x 25mm (L x W x T)
Format:	Hardcover
Pages:	452
Edition:	2000 ed.
ISBN-13:	978-0-7923-6328-6
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	0-7923-6328-0
Barcode:	9780792363286

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