Bayesian inferences about a changing sequence of random variables
- 1 January 1974
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics
- Vol. 3 (3) , 243-255
- https://doi.org/10.1080/03610927408827125
Abstract
This study is designed to investigate Bayesian procedures for estimating the time point at which a parameter change occurred in an observed sequence of independent random variables of the regular exponential class. In particular, binomial, exponential, and normal sequences are considered and a generalization to the so-called two-phase regression problem is emphasized. In addition, inference to other parameters of the sequence is made.Keywords
This publication has 5 references indexed in Scilit:
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