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Bayesian Change-Point Modelling of Rainfall Distributions in Nigeria

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dc.creator Yahya, W. B.
dc.creator Obisesan, K. O.
dc.creator Adegoke, T. M.
dc.date 2019-10-07T12:04:45Z
dc.date 2019-10-07T12:04:45Z
dc.date 2017
dc.date.accessioned 2021-05-05T13:34:58Z
dc.date.available 2021-05-05T13:34:58Z
dc.identifier http://dspace.cbe.ac.tz:8080/xmlui/handle/123456789/396
dc.identifier.uri http://hdl.handle.net/123456789/74348
dc.description A Bayesian framework is developed to detect single change abrupt shift in a time series of the annual amount of rainfall in Nigeria. The annual amount of rainfall is modelled by a Normal probability distribution where the means are codified by a normal probability distribution and inverted gamma probability distribution for the variance. Based on the sampling from an estimated informative prior for the parameters and the posterior distribution of hypotheses, the methodology is applied to the time series of amount of rainfall in six states in Nigeria. Although, the model under study seems quite simple, but no analytic solutions for parameter inference are available, and recourse to approximations is needed. It was shown that the Gibbs sampler is particularly suitable for change-point analysis, and this Markovian updating scheme is used. The result from the analysis showed that, in all the six states considered displayed that indeed a single change point occurred.
dc.format application/pdf
dc.language en
dc.publisher University of Ilorin
dc.relation Volume 1;
dc.subject Change point analysis, Bayesian method, change in mean level, inverted gamma distribution Gibbs Sampling, Posterior Distribution
dc.title Bayesian Change-Point Modelling of Rainfall Distributions in Nigeria
dc.type Article


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