A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables-A Bayesian Approach

A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables-A Bayesian Approach

In this article, a study is made about a shift in the mean of a set of independent normal random variables with unknown common variance. The marginal and joint posterior distributions of the unknown time point and the amount of shift are derived. Small and large sample results are presented.

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Veröffentlicht in:Technometrics 1977-11, Vol.19 (4), p.503-506
Hauptverfasser: Lee, Austin F. S., Heghinian, Sylva M.
Format: Artikel
Sprache:eng
Schlagworte:
Mathematical sequences
Mathematical vectors
Mathematics
Mean Shift
Posterior Distribution
Random variables
Statistical variance
Time Point and Amount of Shift
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Beschreibung
Zusammenfassung:In this article, a study is made about a shift in the mean of a set of independent normal random variables with unknown common variance. The marginal and joint posterior distributions of the unknown time point and the amount of shift are derived. Small and large sample results are presented.
ISSN:0040-1706
1537-2723
DOI:10.1080/00401706.1977.10489592