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Bayesian Inference in Parameters of Gamma Distribution with Multiple Change Points

Ma Chaoqun Luo Jinhu Yang Yan Gao Renxiang Zhang Shiying (International Business School,Hunan Univ,410082,Changsha,P R China)  
Based on bayesian principle,inference in structure change of parameters of Gamma distribution with multiple change points is investigated,and a general formula of Bayesian detection is given .By comparison among marginal posterior densities,detection and estimation of change points came out. Simulation results show efficency of the approach presented.
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