Bayesian analysis for detecting a change in exponential family - Université Paris Cité Access content directly
Journal Articles Applied Mathematics and Computation Year : 2001

Bayesian analysis for detecting a change in exponential family

Abstract

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.
Not file

Dates and versions

hal-00264151 , version 1 (14-03-2008)

Identifiers

  • HAL Id : hal-00264151 , version 1

Cite

Dariush Ghorbanzadeh, Rachid Lounes. Bayesian analysis for detecting a change in exponential family. Applied Mathematics and Computation, 2001, 124, pp.1-15. ⟨hal-00264151⟩
78 View
0 Download

Share

Gmail Facebook Twitter LinkedIn More