Series:

Wiley Series in Probability & Mathematical Statistics: Applied Probability & Statistics

1 total work

Cover of Statistical Analysis of Change-point Problems
Intended for graduate students and researchers in statistics, this balanced presentation of applications and theory introduces the statistical analysis of problems in which the quantities under consideration have a certain probability distribution up to time t, and then switch to a different distribution. Illustrations and case studies of actual problems feature throughout the text; highly technical material is summarized in separate sections; and both Bayesian and non-Bayesian approaches are fully covered.