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

DOI10.1016/j.stamet.2016.01.006zbMath1487.62022OpenAlexW2284477856MaRDI QIDQ670107

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

zbMATH Keywords

gammalower boundrandom effectsWeibullBayesian methodsrestricted parametercredible setsfrequentist coverage probabilityFisherspending function

Mathematics Subject Classification ID

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

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• 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
• Log-concave probability and its applications
• Family of transformed chi-square distributions
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