𝔖 Bobbio Scriptorium
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A Natural Identity for Exponential Families with Applications in Multiparameter Estimation

✍ Scribed by Hudson, H. M.


Book ID
127238557
Publisher
Institute of Mathematical Statistics
Year
1978
Tongue
English
Weight
833 KB
Volume
6
Category
Article
ISSN
0090-5364

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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