Bayesian analysis for detecting a change in exponential family
نویسندگان
چکیده
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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ورودعنوان ژورنال:
- Applied Mathematics and Computation
دوره 124 شماره
صفحات -
تاریخ انتشار 2001