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Inference for Change Point and Post Change Means After a CUSUM Test
Yanhong Wu
€ 67.72
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Description for Inference for Change Point and Post Change Means After a CUSUM Test
paperback. Emphasises on the inference problem for the change point and post-change parameters after a change has been detected. This title focuses on the CUSUM procedure. It provides some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters. Series: Lecture Notes in Statistics. Num Pages: 171 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 9. Weight in Grams: 256.
The change-point problem has attracted many statistical researchers and practitioners during the last few decades. Here, we only concentrate on the sequential change-point problem. Starting from the Shewhart chart with app- cations to quality control [see Shewhart (1931)], several monitoring procedures have been developed for a quick detection of change. The three most studied monitoring procedures are the CUSUM procedure [Page (1954)], the EWMA procedure [Roberts (1959)] and the Shiryayev?Roberts procedure [Shiryayev (1963) and Roberts (1966)]. Extensive studies have been conducted on the p- formancesofthesemonitoringproceduresandcomparisonsintermsofthedelay detection time. Lai (1995) made a review on the state of the art on these ... Read more
The change-point problem has attracted many statistical researchers and practitioners during the last few decades. Here, we only concentrate on the sequential change-point problem. Starting from the Shewhart chart with app- cations to quality control [see Shewhart (1931)], several monitoring procedures have been developed for a quick detection of change. The three most studied monitoring procedures are the CUSUM procedure [Page (1954)], the EWMA procedure [Roberts (1959)] and the Shiryayev?Roberts procedure [Shiryayev (1963) and Roberts (1966)]. Extensive studies have been conducted on the p- formancesofthesemonitoringproceduresandcomparisonsintermsofthedelay detection time. Lai (1995) made a review on the state of the art on these ... Read more
Product Details
Format
Paperback
Publication date
2005
Publisher
Springer United States
Number of pages
171
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
158
Place of Publication
New York, NY, United States
ISBN
9780387229270
SKU
V9780387229270
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Inference for Change Point and Post Change Means After a CUSUM Test
From the reviews: "Overall, I recommend the book to anyone working in the area of sequential analysis." Journal of the American Statistical Association, June 2006 "The goal of the author is to provide some quantitative evaluations on the statistical properties of estimators for change-point and post-change parameters after a signal of change is made. Most discussions ... Read more