Abstract : We propose a test for detection of change of a parameter in a sequence of independent exponential random variables. The test use Bayes technique appropriately adapted for a change point problem. We apply the results for a set of data of the measurements of the annual volume of discharge from the Nile River at Aswan for the years 1871 to 1970.
https://hal-univ-paris.archives-ouvertes.fr/hal-00459571
Contributor : Rachid Lounes <>
Submitted on : Wednesday, February 24, 2010 - 12:58:31 PM Last modification on : Thursday, October 1, 2020 - 9:46:45 AM
Dariush Ghorbanzadeh, Rachid Lounès. A Bayes procedure for detecting change in exponential random observations. Student, 1998, 2 (3), pp.229-236. ⟨hal-00459571⟩