A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables—A Bayesian Approach—
TechnometricsPublished 1 November 1977
Austin F. S. Lee, Sylva M. Heghinian
Citations166
SJR quartileQ1
SJR score1.41
SNIP1.93
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Abstract
Abstract 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. KEY WORDS: Mean ShiftTime Point and Amount of ShiftPosterior Distribution
Keywords
Decision SciencesMathematicsEnvironmental Science
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