A Note on the Construction of Highest Posterior Density Intervals

DOI10.2307/2347864MaRDI QIDQ3736712zbMATH OpenOpenAlexFDO

Authors David E. Wright

Publication date 1986

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347864

zbMATH Keywords

highest posterior density intervalssymmetrical distributionstail area probabilitiesGauss-Hermite formulaeLaguerre formulaespread of a normal distributionunivariate unimodal probability density

Mathematics Subject Classification ID

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

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