Highest Posterior Density Credible Region and Minimum Area Confidence Region: The Bivariate Case

DOI10.1111/1467-9876.00053MaRDI QIDQ4390930zbMATH OpenOpenAlexFDO

Authors Thu Pham Gia, Noyan Turkkan

Publication date 26 May 1998

Published in Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9876.00053

zbMATH Keywords

linear transformationpivotal quantitybivariate distributionhighest posterior density regionFortran 77algorithm AS 308minimum volume confidence region

Mathematics Subject Classification ID

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

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