Muliere, Pietro; Scarsini, Marco Change-point problems: A Bayesian nonparametric approach. (English) Zbl 0581.62038 Apl. Mat. 30, 397-402 (1985). 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. Cited in 5 Documents MSC: 62G05 Nonparametric estimation 62F15 Bayesian inference Keywords:change-point problem; Ferguson-Dirichlet prior; posterior distribution PDF BibTeX XML Cite \textit{P. Muliere} and \textit{M. Scarsini}, Apl. Mat. 30, 397--402 (1985; Zbl 0581.62038) Full Text: EuDML References: [1] C. E. Antoniak (1974): Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems. Ann. Statist. 2, 1152-1174. · Zbl 0335.60034 [2] L. D. Broemeling (1972): Bayesian procedures for detecting a change in a sequence of random variables. Metron 30, 214-227. · Zbl 0303.62029 [3] D. M. Cifarelli P. Muliere, and M. Scarsini (1981): Il modello lineare nell’approccio bayesiano nonparametrico. Research report N. 15, Istituto Matematice G. Castelnuovo, Roma. [4] G. W. Cobb (1978): The problem of Nile: conditional solution to a change-point problem. Biometrika 65, 243-251. · Zbl 0394.62074 [5] P. Diaconis, D. Freedman (1982) : Bayes rules for location problems. in Statistical Decision Theory and Related Topics III, (ed. by S. S. Gupta and J. O. Berger) vol. I, 315- 327, Academic Press, New York. [6] T. S. Ferguson (1973): A Bayesian analysis of some nonparametric problems. Ann. Statist. 1, 209-230. · Zbl 0255.62037 [7] A. N. Pettit (1981): Posterior probabilities for a change-point using ranks. Biometrika 68, 443 - 450 · Zbl 0465.62044 [8] A. F. M. Smith (1975): A Bayesian approach to inference about a change-point in a sequence of random variables. Biometrika 62, 407-416. · Zbl 0321.62041 [9] A. F. M. Smith (1977): A Bayesian analysis of some time-varying models. in Recent Developments in Statistics (ed. by J. R. Barra et al.), 257-267, North-Holland, Amsterdam. [10] A. F. M. Smith (1980): Change-point problems: approaches and applications. Trab. Estadist. 31, 83-98. This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.