Автор | SMITH, A. F. M. |
Дата выпуска | 1975 |
dc.description | A Bayesian approach is considered to the problem of making inferences about the point in a sequence of random variables at which the underlying distribution changes. Inferences are based on the posterior probabilities of the possible change-points. Detailed analyses are given for cases in which the distributions are binomial and normal, and numerical illustrations are provided. An informal sequential procedure is also noted. |
Формат | application.pdf |
Издатель | Oxford University Press |
Копирайт | © Oxford University Press |
Тема | Bayesian inference |
Тема | Change-point |
Тема | Informative priors |
Тема | Articles |
Название | A Bayesian approach to inference about a change-point in a sequence of random variables |
Тип | research-article |
Electronic ISSN | 1464-3510 |
Print ISSN | 0006-3444 |
Журнал | Biometrika |
Том | 62 |
Первая страница | 407 |
Последняя страница | 416 |
Аффилиация | Mathematical Institute, University of Oxford |
Выпуск | 2 |