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.
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container_title Technometrics
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creator Lee, Austin F. S.
Heghinian, Sylva M.
description 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.
doi_str_mv 10.1080/00401706.1977.10489592
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source JSTOR Mathematics & Statistics; Jstor Complete Legacy
subjects Mathematical sequences
Mathematical vectors
Mathematics
Mean Shift
Posterior Distribution
Random variables
Statistical variance
Time Point and Amount of Shift
title A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables-A Bayesian Approach
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