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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
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.
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https://hal-univ-paris.archives-ouvertes.fr/hal-00459571
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Submitted on : Wednesday, February 24, 2010 - 12:58:31 PM
Last modification on : Tuesday, February 22, 2022 - 3:35:50 AM

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  • HAL Id : hal-00459571, version 1

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Dariush Ghorbanzadeh, Rachid Lounès. A Bayes procedure for detecting change in exponential random observations. Student, 1998, 2 (3), pp.229-236. ⟨hal-00459571⟩

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