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
Bayesian analysis for detecting a change in exponential family
β Scribed by Dariush Ghorbanzadeh; Rachid Lounes
- Book ID
- 108395469
- Publisher
- Elsevier Science
- Year
- 2001
- Tongue
- English
- Weight
- 135 KB
- Volume
- 124
- Category
- Article
- ISSN
- 0096-3003
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