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A note on Bayesian credible sets in restricted parameter space problems and lower bounds for frequentist coverage
Bayesian methods Credible sets Frequentist coverage probability Lower bound Restricted Parameter Spending function
2012/9/17
For estimating a lower bounded parametric function in the framework of Marchand and Strawderman(2006), we provide “through” a unified approach a class of Bayesian confidence intervals with credibility...
Invariant HPD credible sets and MAP estimators
Bayesian statistics HPD MAP Jereys measure nuisance parameters reference prior
2009/9/22
MAP estimators and HPD credible sets are often criticized in the
literature because of paradoxical behaviour due to a lack of invariance under
reparametrization. In this paper, we propose a new vers...
The credible sets for system parameters and transfer functions are discussedin this paper. The derivations of the credible sets via the Bayesian statistical methods aregiven in various cases and the c...