Books > Science & Mathematics > Mathematics > Probability & statistics
|
Buy Now
Inference for Change Point and Post Change Means After a CUSUM Test (Paperback, 2005 ed.)
Loot Price: R1,581
Discovery Miles 15 810
|
|
Inference for Change Point and Post Change Means After a CUSUM Test (Paperback, 2005 ed.)
Series: Lecture Notes in Statistics, 180
Expected to ship within 10 - 15 working days
|
This monograph is the first to systematically study the bias of
estimators and construction of corrected confidence intervals for
change-point and post-change parameters after a change is detected
by using a CUSUM procedure. Researchers in change-point problems
and sequential analysis, time series and dynamic systems, and
statistical quality control will find that the methods and
techniques are mostly new and can be extended to more general
dynamic models where the structural and distributional parameters
are monitored. Practitioners, who are interested in applications to
quality control, dynamic systems, financial markets, clinical
trials and other areas, will benefit from case studies based on
data sets from river flow, accident interval, stock prices, and
global warming. Readers with an elementary probability and
statistics background and some knowledge of CUSUM procedures will
be able to understand most results as the material is relatively
self-contained. The exponential family distribution is used as the
basic model that includes changes in mean, variance, and hazard
rate as special cases. fixed sample size. Although the results are
given under the CUSUM procedure, the methods and techniques
discussed provide new approaches to deal with inference problems
after sequential change-point detection, and they also contribute
to the theoretical aspects of sequential analysis. Many results are
of independent interests and can be used to study random walk
related stochastic models. Yanhong Wu is a visiting lecturer in
statistics at the University of the Pacific. Previously, he was a
visiting associate professor at the University of Michigan and an
assistant professor at the University of Alberta. He has published
more than forty research papers on the topics of change-point
problem, quality control, mixture models, risk theory, and
reliability mathematics. He was the receiver of Pierre-Robillard
Award from the Canadian Statistical Society.
General
Imprint: |
Springer-Verlag New York
|
Country of origin: |
United States |
Series: |
Lecture Notes in Statistics, 180 |
Release date: |
2005 |
First published: |
2005 |
Authors: |
Yanhong Wu
|
Dimensions: |
235 x 155 x 9mm (L x W x T) |
Format: |
Paperback
|
Pages: |
158 |
Edition: |
2005 ed. |
ISBN-13: |
978-0-387-22927-0 |
Categories: |
Books >
Science & Mathematics >
Mathematics >
Probability & statistics
|
LSN: |
0-387-22927-2 |
Barcode: |
9780387229270 |
Is the information for this product incomplete, wrong or inappropriate?
Let us know about it.
Does this product have an incorrect or missing image?
Send us a new image.
Is this product missing categories?
Add more categories.
Review This Product
No reviews yet - be the first to create one!
|
|
Email address subscribed successfully.
A activation email has been sent to you.
Please click the link in that email to activate your subscription.