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Bayesian analysis for detecting a change in exponential family

Authors
  • Ghorbanzadeh, Dariush
  • Lounes, Rachid
Publication Date
Jan 01, 2001
Source
HAL-ENAC
Keywords
Language
English
License
Unknown
External links

Abstract

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.

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