Accession Number : ADA625103


Title :   Sequential Analysis: Hypothesis Testing and Changepoint Detection


Descriptive Note : Book


Corporate Author : CONNECTICUT UNIV STORRS


Personal Author(s) : Tartakovsky, Alexander G ; Nikiforov, Igor V ; Basseville, Michele


Full Text : https://apps.dtic.mil/dtic/tr/fulltext/u2/a625103.pdf


Report Date : 11 Jul 2014


Pagination or Media Count : 32


Abstract : The main focus of this book is on a systematic development of the theory of sequential hypothesis testing (Part I) and changepoint detection (Part II). In Part III, we briefly describe certain important applications where theoretical results can be used efficiently, perhaps with some reasonable modifications. We review recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The emphasis is not only on more traditional binary hypotheses but also on substantially more difficult multiple decision problems. Scenarios with simple hypotheses and more realistic cases of (two and finitely many) composite hypotheses are considered and treated in detail. While our major attention is on more practical discrete-time models, since we strongly believe that life is discrete in nature??? (not only due to measurements obtained from devices and sensors with discrete sample rates), certain continuous-timemodels are also considered once in a while, especially when general results can be obtained very similarly in both cases. It should be noted that although we have tried to provide rigorous proofs of the most important results, in some cases we included heuristic argument instead of the real proofs as well as gave references to the sources where the proofs can be found.


Descriptors :   *DETECTION , *HYPOTHESES , *SEQUENTIAL ANALYSIS , BOOKS , DECISION MAKING , DETECTORS , DISCRETE DISTRIBUTION , HEURISTIC METHODS , MODELS , MODIFICATION , RATES , SCENARIOS , SOURCES , TEST AND EVALUATION , THEORY


Subject Categories : Statistics and Probability


Distribution Statement : APPROVED FOR PUBLIC RELEASE