Hypothesis Testing and Changepoint Detection
|Series title:||Chapman and Hall/CRC Monographs on Statistics and Applied Probability Ser.|
|Publication Date:||Aug 2014|
| Publisher:||CRC Press LLC|
| Imprint:||Chapman & Hall/CRC|
| Book Format:||Hardback|
|List Price:||USD $104.95|
| Book Description: |
Sequential Analysis: Hypothesis Testing and Changepoint Detectionsystematically 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...