Bayesian analysis for detecting a change in exponential family

被引：5

作者：

Ghorbanzadeh, D

Lounes, R

机构：

[1] Conservatoire Natl Arts & Metiers, Dept Math, F-75141 Paris 03, France

[2] Univ Paris 05, Lab Stat Med, CNRS, UA 1323, F-75006 Paris, France

来源：

APPLIED MATHEMATICS AND COMPUTATION | 2001年 / 124卷 / 01期

关键词：

change-point; posterior distribution; HPD credible set; p-value;

D O I：

10.1016/S0096-3003(00)00029-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We propose a Bayesian analysis of detection of a change of parameter in a sequence of independent random variables from exponential family. The test uses the highest posterior density credible set. (C) 2001 Elsevier Science Inc. All rights reserved.

引用

页码：1 / 15

页数：15

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