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Default Bayesian Method for Detecting the Changes in Sequences of Independent Exponential and Poisson Random Variates
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 Title & Authors
Default Bayesian Method for Detecting the Changes in Sequences of Independent Exponential and Poisson Random Variates
Jeong, Su-Youn; Son, Young-Sook;
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 Abstract
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.
 Keywords
noninformative prior;default Bayes factor;arithmetic intrinsic Bayes fator(AIBF);median intrinsic Bayes factor(MIBF);fractional Bayes factor(FBF);posterior probability;change point, exponential sequence;Poisson sequence;
 Language
English
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