Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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Bayes Factor for Change-point with Conjugate Prior

  • Chung, Youn-Shik (Department of Statistics, Pusan National University, Pusan, 609-735, Korea.) ;
  • Dey, Dipak-K. (Department of Statistics, University of Connecticut, Storrs, C.T. 06269 U.S.A.)
  • Published : 1996.12.01
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Abstract

The Bayes factor provides a possible hierarchical Bayesian approach for studying the change point problems. A hypothesis for testing change versus no change is considered using predictive distributions. When the underlying distribution is in one-parameter exponential family with conjugate priors, Bayes factors are investigated to the hypothesis above. Finally one example is provided .

Keywords

References

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