期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2019
卷号：18
期号：1
页码：79-86
DOI：10.2991/jsta.d.190306.011
语种：English
出版社：Atlantis Press
摘要：We consider a sequence of independent random variables X1,X2,…,Xm,…,Xnn≥3 exhibiting a change in the probability distribution of the data generating mechanism. We suppose that the distribution changes at some point, called a change point, to a second distribution for the remaining observations. We propose Bayes estimators of change point under symmetric loss functions and asymmetric loss functions. The sensitivity analysis of Bayes estimators are carried out by simulation and numerical comparisons with R-programming.
