# Change-point problems: A Bayesian nonparametric approach

Pietro Muliere; Marco Scarsini

Aplikace matematiky (1985)

- Volume: 30, Issue: 6, page 397-402
- ISSN: 0862-7940

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topMuliere, Pietro, and Scarsini, Marco. "Change-point problems: A Bayesian nonparametric approach." Aplikace matematiky 30.6 (1985): 397-402. <http://eudml.org/doc/15422>.

@article{Muliere1985,

abstract = {A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses. A Ferguson-Dirichlet prior is chosen and the posterior distribution is computed for the change-point and for the unknown distribution functions.},

author = {Muliere, Pietro, Scarsini, Marco},

journal = {Aplikace matematiky},

keywords = {change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate; change-point problem; Ferguson-Dirichlet prior; posterior distribution},

language = {eng},

number = {6},

pages = {397-402},

publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},

title = {Change-point problems: A Bayesian nonparametric approach},

url = {http://eudml.org/doc/15422},

volume = {30},

year = {1985},

}

TY - JOUR

AU - Muliere, Pietro

AU - Scarsini, Marco

TI - Change-point problems: A Bayesian nonparametric approach

JO - Aplikace matematiky

PY - 1985

PB - Institute of Mathematics, Academy of Sciences of the Czech Republic

VL - 30

IS - 6

SP - 397

EP - 402

AB - A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses. A Ferguson-Dirichlet prior is chosen and the posterior distribution is computed for the change-point and for the unknown distribution functions.

LA - eng

KW - change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate; change-point problem; Ferguson-Dirichlet prior; posterior distribution

UR - http://eudml.org/doc/15422

ER -

## References

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- T. S. Ferguson (1973), 10.1214/aos/1176342360, Ann. Statist. 1, 209-230. MR0350949DOI10.1214/aos/1176342360
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