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A characterization of conjugate priors in exponential families with application to inverse regression

✍ Scribed by Wei Luo; Naomi S. Altman


Book ID
119373127
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
200 KB
Volume
83
Category
Article
ISSN
0167-7152

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A Bayesian analysis is used to detect a change-point in a sequence of independent random variables from exponential family distributions. The conjugate priors for the exponential families are considered in the analysis. The marginal posterior distribution of the change-point j is derived. Since some