A Bayes procedure for detecting change in exponential random observations

Dariush Ghorbanzadeh; Rachid Lounès

Journal articles

A Bayes procedure for detecting change in exponential random observations

Dariush Ghorbanzadeh ^{1, *} Rachid Lounès ²

* Corresponding author

1 CEDRIC - LAETITIA - CEDRIC. Traitement du signal et architectures électroniques

CEDRIC - Centre d'études et de recherche en informatique et communications

2 MAP5 - UMR 8145 - Mathématiques Appliquées Paris 5

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.

Keywords : improper prior posterior distribution. posterior distribution change point

Document type :

Journal articles

Domain :

Statistics [stat] / Applications [stat.AP]

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https://hal-univ-paris.archives-ouvertes.fr/hal-00459571
Contributor : Rachid Lounes Connect in order to contact the contributor
Submitted on : Wednesday, February 24, 2010 - 12:58:31 PM
Last modification on : Tuesday, February 22, 2022 - 3:35:50 AM

A Bayes procedure for detecting change in exponential random observations

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A Bayes procedure for detecting change in exponential random observations

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