Communications for Statistical Applications and Methods

  • 제9권1호
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  • Pages.129-139
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  • 2002
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  • 2287-7843(pISSN)
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  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
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Default Bayesian Method for Detecting the Changes in Sequences of Independent Exponential and Poisson Random Variates

  • 발행 : 2002.04.01
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초록

Default Bayesian method for detecting the changes in sequences of independent exponential random variates and independent Poisson random variates is considered. Noninformative priors are assumed for all the parameters in both of change models. Default Bayes factors, AIBF, MIBF, FBF, to check whether there is any change or not on each sequence and the posterior probability densities of change at each time point are derived. Theoretical results discussed in this paper are applied to some numerical data.

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참고문헌

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