A Modification for Bayesian Credible Intervals

DOI10.1080/03610920600683838MaRDI QIDQ3424189zbMATH OpenOpenAlexFDO

Authors Tonglin Zhang

Publication date 15 February 2007

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920600683838

zbMATH Keywords

Bayesian credible intervalsfrequentist coverage probabilitylocation parametersposterior coverage probabilityprior and posterior distributionsunimodality

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25)

Recommendations

• On the frequentist coverage of Bayesian credible intervals for lower bounded means
• On the behavior of Bayesian credible intervals for some restricted parameter space problems
• On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces
• On Bayesian credible sets, restricted parameter spaces and frequentist coverage
• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)

Cites work

• Outline of a Theory of Statistical Estimation Based on the Classical Theory of Probability
• Setting confidence intervals for bounded parameters
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(6)

• Bayesian credible intervals for response surface optima
• Estimating Bayesian credible intervals
• On the frequentist coverage of Bayesian credible intervals for lower bounded means
• A generalization of interval Bayesian inference mechanisms and prospects for their use
• Inference for Proportions in a 2 × 2 Contingency Table: HPD or not HPD?
• Intrinsic credible regions: an objective Bayesian approach to interval estimation (with comments and rejoinder)

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