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.
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Article dans une revue
Applied Mathematics and Computation, Elsevier, 2001, 124, pp.1-15
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https://hal-descartes.archives-ouvertes.fr/hal-00264151
Contributeur : Rachid Lounes <>
Soumis le : vendredi 14 mars 2008 - 13:45:27
Dernière modification le : jeudi 24 mai 2018 - 15:58:09

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  • HAL Id : hal-00264151, version 1

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Dariush Ghorbanzadeh, Rachid Lounes. Bayesian analysis for detecting a change in exponential family. Applied Mathematics and Computation, Elsevier, 2001, 124, pp.1-15. 〈hal-00264151〉

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