A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point

Abstract

Ulrich Menzefricke, A Bayesian Analysis of a Change in the Precision of a Sequence of Independent Normal Random Variables at an Unknown Time Point, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 30, No. 2 (1981), pp. 141-146