Non-Parametric Statistical Diagnosis

Name: Non-Parametric Statistical Diagnosis
Brand: Springer Netherlands
SKU: 9780792363286
Price: 199.0 EUR
Availability: InStock

Problems and Methods

Autor: B. E. Brodsky, B. S. Darkhovsky

Jazyk:

Väzba: Pevná

Vydavateľ: Springer Netherlands

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199.00 €

This volume gives a systematic account of different problems of statistical diagnostics, i.e. the de...

Informácie o knihe

Autor

B. E. Brodsky, B. S. Darkhovsky

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2000

Stránok

452

EAN

9780792363286

ISBN

0792363280

Enbook ID

02106149

Vydavateľ

Springer Netherlands

Hmotnosť

835

Rozmery

160 x 240 x 25

Kompletný popis

This volume gives a systematic account of different problems of statistical diagnostics, i.e. the detection of changes in probabilistic characteristics of random processes and fields. Methods of solving such problems are proposed, based upon a unified nonparametric approach. Two general formalisations 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 `contaminations' in data (realisations 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. Audience: This book will be of interest to researchers in statistics and random processes, as well as advanced and postgraduate students in the same disciplines, and to specialists in control theory, systems analysis, biomedical engineering, and econometrics.

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Non-Parametric Statistical Diagnosis

Problems and Methods

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