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Non-Parametric Statistical Diagnosis: Problems and Methods(509 Mathematics and Its Applications)

Non-Parametric Statistical Diagnosis: Problems and Methods(509 Mathematics and Its Applications)

          
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About the Book

This volume gives a systematic account of various problems of statistical diagnostics - the detection of changes in probabilistic characteristics of random processes and fields. Methods of solving such problems are proposed, based upon a unified non-parametric approach. Two general formalizations of the problems of statistical diagnostics are considered: firstly, the detection of changes in arbitrary probabilistic distributions of random processes and fields, "glued" from different stationary pieces - in other words, the detection of moments or areas of such "glueing"; and secondly, the detection of statistical "contamination" in data (realizations of random fields or processes), or "abnormal" observations with deviating statistical characteristics. A general approach to solving such problems is proposed, which is based upon the principle of reduction to certain standard situations and which does not use a priori data about probabilistic distributions. Much attention is paid to applications in such diverse areas as biology (EECs) and economics. The book should be of interest to researchers in statistics and random processes, as well as advanced undergraduate and postgraduate students in the same disciplines, and to specialists in control theory, systems analysis, biomedical engineering, and econometrics.

Table of Contents:
1 Preliminary considerations.- 2 State of the art review.- 3 Retrospective methods of statistical diagnosis for random sequences: change-point problems.- 4 Retrospective methods of statistical diagnosis for random processes: ‘Contamination’ problems.- 5 Sequential methods of statistical diagnosis.- 6 Statistical diagnosis problems for random fields.- 7 Application of the change-point analysis to investigation of the brain electrical activity.- 8 Methods of statistical diagnosis in economic and financial systems.- Appendix. Algorithms of statistical diagnosis.- Author Index.- Main Notations and Abbreviations.


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Product Details
  • ISBN-13: 9780792363286
  • Publisher: Kluwer Academic Publishers
  • Publisher Imprint: Kluwer Academic Publishers
  • Edition: 2000
  • Language: English
  • Returnable: N
  • Spine Width: 25 mm
  • Weight: 834 gr
  • ISBN-10: 0792363280
  • Publisher Date: 30 Apr 2000
  • Binding: Hardback
  • Height: 234 mm
  • No of Pages: 452
  • Series Title: 509 Mathematics and Its Applications
  • Sub Title: Problems and Methods
  • Width: 156 mm


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