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.
https://hal-univ-paris.archives-ouvertes.fr/hal-00264151
Contributor : Rachid Lounes <>
Submitted on : Friday, March 14, 2008 - 1:45:27 PM Last modification on : Thursday, October 1, 2020 - 9:46:45 AM