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Discretizing a Normal Prior for Change Point Estimation in Switching Regressions

✍ Scribed by Walter W. Piegorsch

Publisher: John Wiley and Sons
Year: 1987
Tongue: English
Weight: 333 KB
Volume: 29
Category: Article
ISSN: 0323-3847
DOI: 10.1002/bimj.4710290705

No coin nor oath required. For personal study only.

✦ Synopsis

Bayes decieion produrea are considered for change point eetimation in the simple bilinear aeg- mentsd model. A diecretized normal prior density ia employed as the prior distribution for the change point index. Poeterior probability functiom are developed for thia index under e vague prior formulation on the regression parameters. The prooedure ia applied t o an example involving mercury toxicity data.

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