Sequential analysis : hypothesis testing and changepoint detection / Print
Alexander Tartakovsky, University of Connecticut, Storrs, USA, Igor Nikiforov, Universit�e de Technologie de Troyes, France, Mich�ele Basseville, CNRS & IRISA, Rennes, France.
- xxiii, 579 pages : illustrations ; 27 cm.
- Monographs on statistics & applied probability ; 136 .
"A Chapman & Hall book."
Includes bibliographical references (pages 547-574) and index.
1. Motivation for the sequential approach and selected applications -- 2. Background on probability and statistics -- 3. Sequential hypothesis testing : two simple hypotheses -- 4. Sequential hypothesis testing : multiple simple hypotheses -- 5. Sequential hypothesis testing : composite hypotheses -- 6. Statistical models with changes : problem formulations and optimality criteria -- 7. Sequential changepoint detection : Bayesian approach -- 8. Sequential change detection : non-Bayesian approaches -- 9. Multichart changepoint detection procedures for composite hypotheses and multipopulation models -- 10. Sequential change detection and isolation -- 11. Selected applications.