A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables—A Bayesian Approach—
- 1 November 1977
- journal article
- research article
- Published by Taylor & Francis in Technometrics
- Vol. 19 (4) , 503-506
- https://doi.org/10.1080/00401706.1977.10489592
Abstract
In this article, a study is made about a shift in the mean of a set of independent normal random variables with unknown common variance. The marginal and joint posterior distributions of the unknown time point and the amount of shift are derived. Small and large sample results are presented.Keywords
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