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Journal Articles Student Year : 1998

A Bayes procedure for detecting change in exponential random observations

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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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Dates and versions

hal-00459571 , version 1 (24-02-2010)

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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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