Sequential Analysis

Hypothesis Testing and Changepoint Detection

By: Alexander Tartakovsky, Igor Nikiforov, Michele Basseville

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eText | 27 August 2014 | Edition Number 1

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Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically 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 detecti