scientific article; zbMATH DE number 17220

MaRDI QIDQ3973917zbMATH OpenFDO

Authors R. Ahmad

Publication date 26 June 1992

zbMATH Keywords

distribution-free signal detection techniquesexpository overviewPareto renewal processesstationary independent symmetric incrementsuniform renewal processes

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Nonparametric hypothesis testing (62G10) Nonparametric inference (62G99) Survival analysis and censored data (62N99) Applications of statistics (62P99) Estimation and detection in stochastic control theory (93E10)

Review text

[For the entire collection see Zbl 0722.00032.] Distribution-free signal detection techniques are investigated for three families of distributions. These are: (i) Pareto renewal processes family, (ii) uniform renewal processes class, and (iii) stochastic processes with stationary independent symmetric increments. These processes appear in many signal detection problems such as sonar, radar and electronic detection; in various medical diagnoses, e.g. abnormal heart beats, strokes, seizures, etc.; in radiation and other hazards; in natural hazards, e.g. floods, high winds, tornados etc. Other examples include disasters and catastrophes in industrial and commercial spheres, e.g. collapse of big firms, rise and fall in the stock exchange markets. The treatment of various statistical problems here is essentially that of an expository overview incorporating some recent developments.

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