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

Monte Carloefficiencylocation-scale familiesJeffreys's priorconfidence coveragesimulating the average Bayesian posterior probability coverage

Mathematics Subject Classification ID

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

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