Let the regression model be????= ??1????+ ????, where ???? are i. i. d. N (0 , ??2) random errors with variance ??2> 0 but later it was found that there was a change in the system at some point of time?? and it is reflected in the sequence after ???? by change in slope, regression parameter??2. The problem of study is when and where this change has started occurring. This is called change point inference problem. The estimators of??, ??1, ??2 are derived under asymmetric loss functions, namely, Linex loss & General Entropy loss functions. The effects of correct and wrong prior information on the Bayes estimates are studied.
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