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Estimating the Number of Change Points in Exponential Families Distributions

โœ Scribed by Chung-Bow Lee


Book ID
108536254
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
220 KB
Volume
24
Category
Article
ISSN
0303-6898

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Bayesian analysis of a change-point in e
โœ Chung-Bow Lee ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 696 KB

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