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Journal Articles Applied Mathematics and Computation Year : 2001

Bayesian analysis for detecting a change in exponential family

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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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Dates and versions

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

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  • 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⟩
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