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Keywords:
change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate
change-point problem; Ferguson-Dirichlet prior; posterior distribution; Bayes estimate
Summary:
A change-point problem is examined from a Bayesian viewpoint, under nonparametric hypotheses. A Ferguson-Dirichlet prior is chosen and the posterior distribution is computed for the change-point and for the unknown distribution functions.
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