Bayes Estimation of Two-Phase Linear Regression Model

Table 3

The Bayes estimates of change point using asymmetric loss functions.

Prior	Shape parameter		Bayes estimates of change point
	q1	q3	𝑚^∗𝐿	𝑚^∗𝐸
Unknown 𝜎^−2	1.5	1.5	2	2
	1.2	1.2	3	3
	0.9	0.9	4	4
	0.5	0.5	4	4
	0.2	0.2	4	4
	0.1	0.1	4	4
	−1.0	−1.0	6	4
	−2.0	−2.0	7	6
	q1	q3	𝑚^𝐿∗∗	𝑚^𝐸∗∗
Known 𝜎^−2	1.5	1.5	2	2
	1.2	1.2	3	3
	0.9	0.9	4	4
	0.5	0.5	4	4
	0.2	0.2	4	4
	0.1	0.1	4	4
	−1.0	−1.0	5	4
	−2.0	−2.0	6	5