Bayesian analysis for detecting a change in exponential family
نویسندگان
چکیده
منابع مشابه
Bayesian analysis for detecting a change in exponential family
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.
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ژورنال
عنوان ژورنال: Applied Mathematics and Computation
سال: 2001
ISSN: 0096-3003
DOI: 10.1016/s0096-3003(00)00029-1