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Bayesian approach to change point problems

DSpace at IIT Bombay

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Field Value
 
Title Bayesian approach to change point problems
 
Creator DEY, DK
PURKAYASTHA, S
 
Subject random-variables
inference
sequence
choice
bayes factor
conditional predictive ordinate
exponential families
imaginary observations
improper prior
informative prior
problem of nile
pseudo bayes factor
 
Description A Bayesian approach is considered to study the change point problems. A hypothesis for testing change versus no change is considered using the notion of predictive distributions. Bayes factors are developed for change versus no change in the exponential families of distributions with conjugate priors. Under vague prior information, both Bayes factors and pseudo Bayes factors are considered. A new result is developed which describes how the overall Bayes factor has a decomposition into Bayes factors at each point. Finally, an example is provided in which the computations are performed using the concept of imaginary observations.
 
Publisher MARCEL DEKKER INC
 
Date 2011-08-18T07:50:59Z
2011-12-26T12:55:38Z
2011-12-27T05:41:40Z
2011-08-18T07:50:59Z
2011-12-26T12:55:38Z
2011-12-27T05:41:40Z
1997
 
Type Article
 
Identifier COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 26(8), 2035-2047
0361-0926
http://dx.doi.org/10.1080/03610929708832030
http://dspace.library.iitb.ac.in/xmlui/handle/10054/9933
http://hdl.handle.net/10054/9933
 
Language en