E. Brodsky; B.S. Darkhovsky: Non-Parametric Statistical Diagnosis - pocketboek
ISBN: 9789048154654
This book has a distinct philosophy and it is appropriate to make it explicit at the outset. In our view almost all classic statistical inference is based upon the assumption (explicit or… Meer...
This book has a distinct philosophy and it is appropriate to make it explicit at the outset. In our view almost all classic statistical inference is based upon the assumption (explicit or implicit) that there exists a fixed probabilistic mechanism of data generation. Unlike classic statistical inference, this book is devoted to the statistical analysis of data about complex objects with more than one probabilistic mechanism of data generation. We think that the exis tence of more than one data generation process (DGP) is the most important characteristic of com plex systems. When the hypothesis of statistical homogeneity holds true, Le., there exists only one mechanism of data generation, all statistical inference is based upon the fundamentallaws of large numbers. However, the situation is completely different when the probabilistic law of data generation can change (in time or in the phase space). In this case all data obtained must be 'sorted' in subsamples generated by different probabilistic mechanisms. Only after such classification we can make correct inferences about all DGPs. There exists yet another type of problem for complex systems. Here it is important to detect possible (but unpredictable) changes of DGPs on-line with data collection. Since the complex system can change the probabilistic mechanism of data generation, the correct statistical analysis of such data must begin with decisions about possible changes in DGPs. Books > Statistics Soft cover, Springer Shop<
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This book has a distinct philosophy and it is appropriate to make it explicit at the outset. In our view almost all classic statistical inference is based upon the assumption (explicit or… Meer...
This book has a distinct philosophy and it is appropriate to make it explicit at the outset. In our view almost all classic statistical inference is based upon the assumption (explicit or implicit) that there exists a fixed probabilistic mechanism of data generation. Unlike classic statistical inference, this book is devoted to the statistical analysis of data about complex objects with more than one probabilistic mechanism of data generation. We think that the exis tence of more than one data generation process (DGP) is the most important characteristic of com plex systems. When the hypothesis of statistical homogeneity holds true, Le., there exists only one mechanism of data generation, all statistical inference is based upon the fundamentallaws of large numbers. However, the situation is completely different when the probabilistic law of data generation can change (in time or in the phase space). In this case all data obtained must be 'sorted' in subsamples generated by different probabilistic mechanisms. Only after such classification we can make correct inferences about all DGPs. There exists yet another type of problem for complex systems. Here it is important to detect possible (but unpredictable) changes of DGPs on-line with data collection. Since the complex system can change the probabilistic mechanism of data generation, the correct statistical analysis of such data must begin with decisions about possible changes in DGPs. Books > Statistics Soft cover, Springer Shop<
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EAN (ISBN-13): 9789048154654 ISBN (ISBN-10): 9048154650 Gebonden uitgave pocket book Verschijningsjaar: 2010 Uitgever: Springer Netherlands 468 Bladzijden Gewicht: 0,702 kg Taal: eng/Englisch
Boek bevindt zich in het datenbestand sinds 2011-06-15T17:56:11+02:00 (Amsterdam) Boek voor het laatst gevonden op 2024-11-08T13:00:02+01:00 (Amsterdam) ISBN/EAN: 9789048154654
ISBN - alternatieve schrijfwijzen: 90-481-5465-0, 978-90-481-5465-4 alternatieve schrijfwijzen en verwante zoekwoorden: Auteur van het boek: brodsky Titel van het boek: statistical methods
Gegevens van de uitgever
Auteur: E. Brodsky; B.S. Darkhovsky Titel: Mathematics and Its Applications; Non-Parametric Statistical Diagnosis - Problems and Methods Uitgeverij: Springer; Springer Netherland 452 Bladzijden Verschijningsjaar: 2010-12-09 Dordrecht; NL Gedrukt / Gemaakt in Taal: Engels 213,99 € (DE) 219,99 € (AT) 236,00 CHF (CH) POD XV, 452 p.
BC; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; biology; diagnosis; diagnostics; econometrics; statistics; Statistics; Systems Theory, Control; General Practice and Family Medicine; Mathematical and Computational Biology; Econometrics; Kybernetik und Systemtheorie; Allgemeinmedizin / Familienmedizin; DV-gestützte Biologie/Bioinformatik; Ökonometrie und Wirtschaftsstatistik; BB
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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