Efficiently Simulating the Coverage Properties of Interval Estimates

DOI10.2307/2347266MaRDI QIDQ4721392zbMATH OpenOpenAlexFDO

Authors Donald B. Rubin, Nathaniel Schenker

Publication date 1986

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347266

zbMATH Keywords

confidence coverageefficiencyJeffreys's priorlocation-scale familiesMonte Carlosimulating the average Bayesian posterior probability coverage

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Probabilistic methods, stochastic differential equations (65C99)

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(7)

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• Measuring what's missing: practical estimates of coverage for stochastic simulations
• Simulation-efficient shortest probability intervals
• Forecasting pathogen dynamics with Bayesian model-averaging: application to \textit{Xylella fastidiosa}
• Bayes Factors and Posterior Estimation: Two Sides of the Very Same Coin
• A fiducial-based confidence interval for the linear combination of multinomial probabilities
• Interval estimation for messy observational data

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