Bayesian analysis for detecting a change in exponential family
Ghorbanzadeh, Dariush ; Lounes, Rachid
HAL, hal-00264151 / Harvested from HAL
Text on HAL
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.
Publié le : 2001-07-05
Classification:  p-value,  HPD credible set,  change point,  posterior distribution,  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{hal-00264151,
     author = {Ghorbanzadeh, Dariush and Lounes, Rachid},
     title = {Bayesian analysis for detecting a change in exponential family},
     journal = {HAL},
     volume = {2001},
     number = {0},
     year = {2001},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00264151}
}

Ghorbanzadeh, Dariush; Lounes, Rachid. Bayesian analysis for detecting a change in exponential family. HAL, Tome 2001 (2001) no. 0, . http://gdmltest.u-ga.fr/item/hal-00264151/