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- W1992472087 abstract "A Bayesian analysis is used to detect a change-point in a sequence of independent random variables from exponential family distributions. The conjugate priors for the exponential families are considered in the analysis. The marginal posterior distribution of the change-point j is derived. Since some hyperparameters are involved in the conjugate priors, the Type II maximum likelihood (ML-II) approach (cf. Berger, 1995) will be used to estimate these hyperparameters in applications. The method is simple and is easily applied to the Nile problem, Illinois traffic data, British coal-mining disasters, accident data and stock-market prices." @default.
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- W1992472087 date "1998-04-01" @default.
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- W1992472087 title "Bayesian analysis of a change-point in exponential families with applications" @default.
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- W1992472087 doi "https://doi.org/10.1016/s0167-9473(98)00009-7" @default.
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