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Change-Point Problems || Bayes Problems in Change-Point Models for the Wiener Process

โœ Scribed by M. Beibel


Book ID
124984511
Publisher
Institute of Mathematical Statistics
Year
1994
Weight
458 KB
Volume
23
Category
Article
ISSN
0749-2170

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Consider an inhomogeneous Poisson process X on [0; T ] whose unknown intensity function 'switches' from a lower function g \* to an upper function h \* at some unknown point # \* . Here, # \* is a random variable. What is known are continuous bounding functions g and h such that g \* (t) 6 g(t) ยก h(