On a better lower bound for the frequentist probability of coverage of Bayesian credible intervals in restricted parameter spaces

DOI10.1016/J.STAMET.2016.01.006zbMATH Open1487.62022OpenAlexW2284477856MaRDI QIDQ670107FDOQ670107

Éric Marchand, Ehssan Ghashim, William E. Strawderman

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.01.006

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zbMATH Keywords

Bayesian methodsgammarandom effectsspending functionlower boundWeibullrestricted parametercredible setsfrequentist coverage probabilityFisher

Mathematics Subject Classification ID

Bayesian inference (62F15) Parametric tolerance and confidence regions (62F25) Bayesian problems; characterization of Bayes procedures (62C10) Parametric inference under constraints (62F30)

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• Log-concave probability and its applications
• Family of transformed chi-square distributions
• Credible and confidence sets for restricted parameter spaces
• Setting confidence intervals for bounded parameters
• On Bayesian credible sets, restricted parameter spaces and frequentist coverage
• On the frequentist coverage of Bayesian credible intervals for lower bounded means
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Cited In (3)

• On an Asymptotic Theory of Conditional and Unconditional Coverage Probabilities of Empirical Bayes Confidence Intervals
• A Modification for Bayesian Credible Intervals
• Discussion of ``Frequentist coverage of adaptive nonparametric Bayesian credible sets

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