Change-point problems: A Bayesian nonparametric approach. (English) Zbl 0581.62038

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.


62G05 Nonparametric estimation
62F15 Bayesian inference
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