Credible and confidence sets for the ratio of variance components in the balanced one-way model

MaRDI QIDQ3580358zbMATH OpenFDO

Authors Tonglin Zhang, Michael Woodroofe

Publication date 12 August 2010

zbMATH Keywords

unimodalitytotal positivityfrequentist coverage probabilityprior and posterior distributionsbetween variancewithin variance

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Analysis of variance and covariance (ANOVA) (62J10)

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Cited in

(5)

• On Bayesian credible sets, restricted parameter spaces and frequentist coverage
• On the frequentist coverage of Bayesian credible intervals for lower bounded means
• scientific article; zbMATH DE number 6907165 (Why is no real title available?)
• On the discrepancy between Bayes credibility and frequentist probability of coverage
• On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces

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