A Shift Of The Mean Level In A Sequence Of Independent Normal Random Variables—A Bayesian Approach—

1977/11/01 by Austin F. S. Lee, Sylva M. Heghinian · 3 citations
Environmental Science · Decision Sciences · Mathematics · #Analysis of environmental and stochastic processes #Probability and Risk Models #Fuzzy Systems and Optimization

paper · doi:10.1080/00401706.1977.10489592

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.

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