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Bayesian Parameter Estimation using the MCMC method for the Mean Change Model of Multivariate Normal Random Variates
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 Title & Authors
Bayesian Parameter Estimation using the MCMC method for the Mean Change Model of Multivariate Normal Random Variates
Oh, Mi-Ra; Kim, Eoi-Lyoung; Sim, Jung-Wook; Son, Young-Sook;
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 Abstract
In this thesis, Bayesian parameter estimation procedure is discussed for the mean change model of multivariate normal random variates under the assumption of noninformative priors for all the parameters. Parameters are estimated by Gibbs sampling method. In Gibbs sampler, the change point parameter is generated by Metropolis-Hastings algorithm. We apply our methodology to numerical data to examine it.
 Keywords
Multivariate Normal Random Variates;Change Point;Parameter Estimation;Gibbs Sampling;Metropolis-Hastings algorithm;
 Language
English
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