A Note on the Construction of Highest Posterior Density Intervals

DOI10.2307/2347864zbMATH Open0601.62049OpenAlexW2521388878MaRDI QIDQ3736712FDOQ3736712

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

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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)

Cited In (5)

• Simulation-efficient shortest probability intervals
• Computing highest density regions for continuous univariate distributions with known probability functions
• Bayesian inference on the bimodality of the generalized von Mises distribution
• Exact Bayesian Higher Posterior Density Interval for the Correlation Coefficient of a Normal Bivariate Distribution
• A review on inverse Maxwell distribution with its statistical properties and applications

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