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2005, ISBN: 9780387229270

[ED: Softcover], [PU: Springer, Berlin], This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series and dynamic systems, and statistical quality control will find that the methods and techniques are mostly new and can be extended to more general dynamic models where the structural and distributional parameters are monitored. Practitioners, who are interested in applications to quality control, dynamic systems, financial markets, clinical trials and other areas, will benefit from case studies based on data sets from river flow, accident interval, stock prices, and global warming. Readers with an elementary probability and statistics background and some knowledge of CUSUM procedures will be able to understand most results as the material is relatively self-contained.The exponential family distribution is used as the basic model that includes changes in mean, variance, and hazard rate as special cases. There are fundamental differences between the sequential sampling plan and fixed sample size. Although the results are given under the CUSUM procedure, the methods and techniques discussed provide new approaches to deal with inference problems after sequential change-point detection, and they also contribute to the theoretical aspects of sequential analysis. Many results are of independent interests and can be used to study random walk related stochastic models.Yanhong Wu is a visiting lecturer in statistics at the University of the Pacific. Previously, he was a visiting associate professor at the University of Michigan and an assistant professor at the University of Alberta. He has published more than forty research papers on the topics of change-point problem, quality control, mixture models, risk theory, and reliability mathematics. He was the receiver of Pierre-Robillard Award from the Canadian Statistical Society. TOC:CUSUM Procedure.- Change-point Estimation.- Confidence Interval for Change-point.- Infrence for Post-change Mean.- Estimation After False Signal.- Inference with Change in Variance.- Sequential Classification and Segmentation.- An Adaptive CUSUM Procedure.- Dependent Observation Case.- Other Methods and Remarks.2005. xiii, 158 S. XIII, 158 p.Sofort lieferbar, [SC: 0.00]

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2005, ISBN: 9780387229270

[ED: Softcover], [PU: Springer, Berlin], This monograph is the first to systematically study the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. Researchers in change-point problems and sequential analysis, time series and dynamic systems, and statistical quality control will find that the methods and techniques are mostly new and can be extended to more general dynamic models where the structural and distributional parameters are monitored. Practitioners, who are interested in applications to quality control, dynamic systems, financial markets, clinical trials and other areas, will benefit from case studies based on data sets from river flow, accident interval, stock prices, and global warming. Readers with an elementary probability and statistics background and some knowledge of CUSUM procedures will be able to understand most results as the material is relatively self-contained.The exponential family distribution is used as the basic model that includes changes in mean, variance, and hazard rate as special cases. There are fundamental differences between the sequential sampling plan and fixed sample size. Although the results are given under the CUSUM procedure, the methods and techniques discussed provide new approaches to deal with inference problems after sequential change-point detection, and they also contribute to the theoretical aspects of sequential analysis. Many results are of independent interests and can be used to study random walk related stochastic models.Yanhong Wu is a visiting lecturer in statistics at the University of the Pacific. Previously, he was a visiting associate professor at the University of Michigan and an assistant professor at the University of Alberta. He has published more than forty research papers on the topics of change-point problem, quality control, mixture models, risk theory, and reliability mathematics. He was the receiver of Pierre-Robillard Award from the Canadian Statistical Society. TOC:CUSUM Procedure.- Change-point Estimation.- Confidence Interval for Change-point.- Infrence for Post-change Mean.- Estimation After False Signal.- Inference with Change in Variance.- Sequential Classification and Segmentation.- An Adaptive CUSUM Procedure.- Dependent Observation Case.- Other Methods and Remarks.2005. xiii, 158 S. XIII, 158 p.Sofort lieferbar

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ISBN: 9780387229270

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The main emphasis is on the inference problem for the change point and post-change parameters after a change has been detected. More specifically, due to the convenient form and statistical properties, the author concentrates on the CUSUM procedure. The goal is to provide some quantitative evaluations on the statistical properties of estimators on the change point and post-change parameters., [PU: Springer]

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ISBN: 9780387229270

ID: 337039

Studies the bias of estimators and construction of corrected confidence intervals for change-point and post-change parameters after a change is detected by using a CUSUM procedure. This monograph includes case studies based on data sets from river flow, accident interval, stock prices, and global warming. Mathematics Mathematics eBook, Springer

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ISBN: 9780387229270

ID: 9780387229270

Inference for Change Point and Post Change Means After a CUSUM Test 1st Edition Author :Yanhong Wu 9780387229270 0387229272, [PU: Springer]

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Title: | ## Inference for Change Point and Post Change Means After a CUSUM Test |

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** Details of the book - Inference for Change Point and Post Change Means After a CUSUM Test**

EAN (ISBN-13): 9780387229270

ISBN (ISBN-10): 0387229272

Hardcover

Paperback

Publishing year: 2004

Publisher: Springer-Verlag GmbH

158 Pages

Weight: 0,249 kg

Language: eng/Englisch

Book in our database since 30.05.2007 18:05:22

Book found last time on 01.02.2017 15:45:02

ISBN/EAN: 9780387229270

ISBN - alternate spelling:

0-387-22927-2, 978-0-387-22927-0

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