The Evidentiary Credible Region

Bayesian Analysis

David Shalloway¹ 

关键词: credible region;    credible interval;    highest posterior density;    parameterization invariance;    Kullback-Leibler;    information gain;    relative surprise region;   

DOI  :  10.1214/14-BA883

学科分类：统计和概率

来源: Institute of Mathematical Statistics

【 摘 要 】

Many disparate definitions of Bayesian credible intervals and regions are in use, which can lead to ambiguous presentation of results. It is particularly unsatisfactory when intervals are specified that do not match the one-sided character of the evidence

【 授权许可】

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