A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables—A Bayesian Approach—
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/00401706.1977.10489592
Reference9 articles.
1. Estimating the Current Mean of a Normal Distribution which is Subjected to Changes in Time
2. On Asymptotic Distribution Theory in Segmented Regression Problems-- Identified Case
3. The Log Likelihood Ratio in Segmented Regression
4. A Bayesian Analysis of a Switching Regression Model: Known Number of Regimes
5. On Detecting Changes in the Mean of Normal Variates
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