04359nam a22005775i 4500001001800000003000900018005001700027007001500044008004100059020003700100024002500137050001900162050001600181072001600197072001700213072002300230082001400253100002600267245011300293264004600406300003500452336002600487337002600513338003600539347002400575490005100599505032800650520205300978650001703031650001903048650001603067650002103083650001703104650002303121650001803144650001703162650004903179650003603228650008903264650005103353650007003404650001803474710003403492773002003526776003603546830005103582856003803633912001403671999001903685952007703704978-0-387-26269-7DE-He21320180115171351.0cr nn 008mamaa100301s2005 xxu| s |||| 0|eng d a97803872626979978-0-387-26269-77 a10.1007/b1001072doi 4aQA273.A1-274.9 4aQA274-274.9 7aPBT2bicssc 7aPBWL2bicssc 7aMAT0290002bisacsh04a519.22231 aWu, Yanhong.eauthor.10aInference for Change Point and Post Change Means After a CUSUM Testh[electronic resource] /cby Yanhong Wu. 1aNew York, NY :bSpringer New York,c2005. aXIII, 158 p.bonline resource. atextbtxt2rdacontent acomputerbc2rdamedia aonline resourcebcr2rdacarrier atext filebPDF2rda1 aLecture Notes in Statistics,x0930-0325 ;v1800 aCUSUM Procedure -- Change-Point Estimation -- Confidence Interval for Change-Point -- Inference 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. aThis 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. . 0aMathematics. 0aProbabilities. 0aStatistics. 0aQuality control. 0aReliability. 0aIndustrial safety. 0aEconometrics.14aMathematics.24aProbability Theory and Stochastic Processes.24aStatistical Theory and Methods.24aStatistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.24aQuality Control, Reliability, Safety and Risk.24aStatistics for Business/Economics/Mathematical Finance/Insurance.24aEconometrics.2 aSpringerLink (Online service)0 tSpringer eBooks08iPrinted edition:z9780387229270 0aLecture Notes in Statistics,x0930-0325 ;v18040uhttp://dx.doi.org/10.1007/b100107 aZDB-2-SMA c369298d369298 001040708EBookaelibbelibd2018-01-15r2018-01-15w2018-01-15yEBOOK