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

Alexander Tartakovsky, Igor Nikiforov, Michele Basseville

Motivations for the sequential approach. Background on probability and statistics. Sequential Hypothesis Testing: Sequential hypothesis testing-Two simple hypotheses. Sequential hypothesis testing-Multiple simple hypotheses. Sequential hypothesis testing-Composite hypotheses. Change-Point Detection: Statistical models with changes-Problem formulations and optimality criteria. Sequential change-point detection-Bayesian approach. Sequential change-point detection-Non-Bayesian approaches. Multichart change-point detection procedures for composite hypotheses and multipopulation models. Sequential change-point detection and isolation. Applications: Selected applications.